Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi
The purpose of this study is to investigate the existence of Efficient Market Hypothesis in Bursa Malaysia’s selected industries. The data was collected in for each industry for daily, weekly and monthly basis from year 2011 to 2015. This study used Autoregressive Model to regress the past stock pri...
| Main Author: | |
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| Format: | Student Project |
| Language: | English |
| Published: |
Faculty of Business and Management
2017
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| Online Access: | https://ir.uitm.edu.my/id/eprint/17255/ |
| _version_ | 1848804223041404928 |
|---|---|
| author | Kamil Suhaimi, Muhammad Azim |
| author_facet | Kamil Suhaimi, Muhammad Azim |
| author_sort | Kamil Suhaimi, Muhammad Azim |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | The purpose of this study is to investigate the existence of Efficient Market Hypothesis in Bursa Malaysia’s selected industries. The data was collected in for each industry for daily, weekly and monthly basis from year 2011 to 2015. This study used Autoregressive Model to regress the past stock price with the current stock price. Result of this study reveals that for daily data, all of the industries has significant relationship which can be concluded as inefficiently weak. Meanwhile, for weekly data only consumer industry is inefficiently weak and for monthly data only industrial industry is inefficiently weak. All the other data for other industries can be concluded as efficiently weak. These results provide understanding towards investors, analysts and regulator in dealing with Efficient Market Hypotheses. |
| first_indexed | 2025-11-14T21:51:43Z |
| format | Student Project |
| id | uitm-17255 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:51:43Z |
| publishDate | 2017 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-172552019-04-18T04:01:26Z https://ir.uitm.edu.my/id/eprint/17255/ Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi Kamil Suhaimi, Muhammad Azim The purpose of this study is to investigate the existence of Efficient Market Hypothesis in Bursa Malaysia’s selected industries. The data was collected in for each industry for daily, weekly and monthly basis from year 2011 to 2015. This study used Autoregressive Model to regress the past stock price with the current stock price. Result of this study reveals that for daily data, all of the industries has significant relationship which can be concluded as inefficiently weak. Meanwhile, for weekly data only consumer industry is inefficiently weak and for monthly data only industrial industry is inefficiently weak. All the other data for other industries can be concluded as efficiently weak. These results provide understanding towards investors, analysts and regulator in dealing with Efficient Market Hypotheses. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/17255/2/PPb_MUHAMMAD%20AZIM%20KAMIL%20SUHAIMI%20BM%2017_5.pdf Kamil Suhaimi, Muhammad Azim (2017) Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi. (2017) [Student Project] <http://terminalib.uitm.edu.my/17255.pdf> (Unpublished) |
| spellingShingle | Kamil Suhaimi, Muhammad Azim Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title | Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title_full | Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title_fullStr | Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title_full_unstemmed | Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title_short | Testing of weak form efficiency on Bursa Malaysia’s selected industries / Muhammad Azim Kamil Suhaimi |
| title_sort | testing of weak form efficiency on bursa malaysia’s selected industries / muhammad azim kamil suhaimi |
| url | https://ir.uitm.edu.my/id/eprint/17255/ |