Testing Informational Market Efficiency on Kuala Lumpur Stock Exchange
The primarily objective of this study is to investigate the informational efficiency of the Kuala Lumpur Security Exchange (KLSE) in terms of the daily Composite Index for the period of 1st January 1977 – 3rd May 2002. This paper concerned with the weak form test of efficient market hypo-thesis. Sin...
| Main Author: | Ozer Balkiz |
|---|---|
| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2003
|
| Online Access: | http://journalarticle.ukm.my/1725/ |
Similar Items
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991)
by: Md Nassir, Annuar
Published: (1991)
Is Kuala Lumpur Stock Exchange an Emerging Market?
by: Narayanan, Subramani
Published: (1997)
by: Narayanan, Subramani
Published: (1997)
The Stocks Market Overreaction On The Kuala
Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000)
by: Suw, Andi Tjan
Published: (2000)
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
by: Aru Bol, Victoria Samuel
Published: (2001)
by: Aru Bol, Victoria Samuel
Published: (2001)
The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis
by: Khairon, Rosli
Published: (1999)
by: Khairon, Rosli
Published: (1999)
The stochastic behavior of stock indices: a test of long memory in the Kuala Lumpur Stock Exchange
by: Noor Azlan Ghazali,
Published: (1998)
by: Noor Azlan Ghazali,
Published: (1998)
Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
Testing the Efficiency of Amman Stock Exchange
by: Bilbaisi, Eman
Published: (2007)
by: Bilbaisi, Eman
Published: (2007)
TESTING THE WEAK-FORM MARKET EFFICIENCY OF
THE CYPRUS STOCK EXCHANGE (CSE)
by: Kyriacou, John
Published: (2008)
by: Kyriacou, John
Published: (2008)
Weak-Form Efficiency of The Kuala Lumpur Stock Exchange:
An Application of Unit Root Analysis
by: Md. Nassir, Annuar, et al.
Published: (1993)
by: Md. Nassir, Annuar, et al.
Published: (1993)
Selectivity and market timing performance of finance stocks of the Kuala Lumpur Stock Exchange / Yeap Hon-Ve.
by: Yeap, Hon-Ve
Published: (2003)
by: Yeap, Hon-Ve
Published: (2003)
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange
by: Lim, Kian-Ping, et al.
Published: (2003)
by: Lim, Kian-Ping, et al.
Published: (2003)
Arbitrage opportunities and pricing efficiency in Malaysia futures market - Kuala Lumpur stock exchange composite index futures (FKLI)
by: Khong, Jason Jasmy
Published: (2013)
by: Khong, Jason Jasmy
Published: (2013)
The Market Efficiency of the Stock Exchange of Mauritius
by: Sohawon, Devranee
Published: (2006)
by: Sohawon, Devranee
Published: (2006)
Performance Measurement of Syariah Complaint Stocks and Conventional Stocks in Kuala Lumpur Stock Exchange
by: Ali, Salman
Published: (2014)
by: Ali, Salman
Published: (2014)
Valuation Of Convertible Loa.N Stocks On Kuala Lumpur Stock Exchange (KLSE)
by: Chong, Pak Kin
Published: (1995)
by: Chong, Pak Kin
Published: (1995)
The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
by: Pui, Wan Bing
Published: (2003)
by: Pui, Wan Bing
Published: (2003)
Inter-counter linkage in Kuala Lumpur Stock Exchange returns
by: Faoziah Idris,, et al.
Published: (2004)
by: Faoziah Idris,, et al.
Published: (2004)
Performance of construction company listed in Kuala Lumpur Stock Exchange
by: Liow, Raymond Sang Loong
Published: (2010)
by: Liow, Raymond Sang Loong
Published: (2010)
The Effects Of Share Repurchase Announcements In Kuala Lumpur Stock Exchange
by: Mohamad, Jais, et al.
Published: (2002)
by: Mohamad, Jais, et al.
Published: (2002)
The Dividend and Earnings Behaviour of Firms on
the Kuala Lumpur Stock Exchange
by: Md Nassir, Annuar, et al.
Published: (1993)
by: Md Nassir, Annuar, et al.
Published: (1993)
Day-of-the-week effect of 30 large market capital stocks on the Kuala Lumpur Stock Exchange / Lim Keh Chay
by: Lim, Keh Chay
Published: (1997)
by: Lim, Keh Chay
Published: (1997)
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
by: Abdullah, Mahdhir
Published: (2001)
by: Abdullah, Mahdhir
Published: (2001)
Sectoral interdependence in the Kuala Lumpur Stock Exchange / Gui Hui Keng
by: Gui, Hui Keng
Published: (1999)
by: Gui, Hui Keng
Published: (1999)
Dividend Payout Policy and Operating Performance at Kuala Lumpur Stock Exchange
by: Mohamad, Jais
Published: (2007)
by: Mohamad, Jais
Published: (2007)
An evaluation forecasting techniques in Kuala Lumpur Stock Exchange (KLSE) finance
by: Ong, Tze San, et al.
Published: (2011)
by: Ong, Tze San, et al.
Published: (2011)
The Stability and Predictability of Betas: Evidence from
the Kuala Lumpur Stock Exchange
by: Mohamad, Shamsher, et al.
Published: (1994)
by: Mohamad, Shamsher, et al.
Published: (1994)
Prediction of stock prices at Kuala Lumpur stock exchange KLSE using artificial neural network
by: Muhammad Hafiz, Samsuri
Published: (2014)
by: Muhammad Hafiz, Samsuri
Published: (2014)
Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
by: Ismail, Ahmad Zairin
Published: (1997)
by: Ismail, Ahmad Zairin
Published: (1997)
Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Main Board
by: Yusof, Za'imuddin
Published: (1997)
by: Yusof, Za'imuddin
Published: (1997)
Efficiency and effectiveness of marketing of the hotels in Kuala Lumpur
by: Rahmati, Elham, et al.
Published: (2014)
by: Rahmati, Elham, et al.
Published: (2014)
Efficiency and effectiveness of marketing in Kuala Lumpur's hotels
by: Rahmati, Elham, et al.
Published: (2012)
by: Rahmati, Elham, et al.
Published: (2012)
Seasonality effects of finance stocks on the Kuala Lumpur exchange / Ng Foon Lee.
by: Ng, Foon Lee
Published: (2000)
by: Ng, Foon Lee
Published: (2000)
Insider trading on the Kuala Lumpur Stock Exchange : an empirical study / Lim Jooky
by: Lim, Jooky
Published: (2001)
by: Lim, Jooky
Published: (2001)
The relationship between trading volume, returns and volatility in the Kuala Lumpur Stock Exchange
by: Izani Ibrahim,, et al.
Published: (2000)
by: Izani Ibrahim,, et al.
Published: (2000)
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
by: Thuraisingham, Jeyanthi
Published: (2001)
by: Thuraisingham, Jeyanthi
Published: (2001)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Corporate Governance and Expected Stock Returns: A Study of Companies listed in Kuala Lumpur Stock Exchange
by: Radhakrishnan Nair, Mohan Krishnan
Published: (2004)
by: Radhakrishnan Nair, Mohan Krishnan
Published: (2004)
Month-of-the-year effect of the Main Board stocks on the Kuala Lumpur Stock Exchange / Ong Ghee Poh.
by: Ong, Ghee Poh
Published: (1997)
by: Ong, Ghee Poh
Published: (1997)
Similar Items
-
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991) -
Is Kuala Lumpur Stock Exchange an Emerging Market?
by: Narayanan, Subramani
Published: (1997) -
The Stocks Market Overreaction On The Kuala
Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000) -
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
by: Aru Bol, Victoria Samuel
Published: (2001) -
The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis
by: Khairon, Rosli
Published: (1999)