Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange

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Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange

This study utilizes the windowed-test procedure of Hinich and Patterson (1995) to examine the data generating process of KLSE CI returns series. Unlike previous studies, the present one relates the evidence to the popular weak-form EMH and behavioural finance, with the hope of offering some plausib...

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Bibliographic Details
Main Authors:	Lim, Kian-Ping, Liew, Venus Khim-Sen, Wong, Hock-Tsen
Format:	Article
Language:	English
Published:	Munich University Library 2003
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18603/ http://ir.unimas.my/id/eprint/18603/7/Weak-form%20Efficient%20Market%20Hypothesis%20%28abstract%29.pdf

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