Pre- and post-economic crisis weak-form market
efficiency analysis for Malaysian
daily stock indices

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Pre- and post-economic crisis weak-form market efficiency analysis for Malaysian daily stock indices

In this paper, we examine the weak-form market efficiency for Malaysian sectoral stock market for the years 1996 to 2006. We focus on the random walk test under the structural change triggered by the Asian financial crisis and the drastic currency control by the Malaysian government. Our empirica...

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Bibliographic Details
Main Authors:	Chin , Wen Cheong, Zaidi Isa, Abu Hassan Shaari Mohd Nor
Format:	Article
Published:	Penerbit ukm 2008
Online Access:	http://journalarticle.ukm.my/1865/

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