Efficient market hypothesis : evidence from asean-5 countries

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Efficient market hypothesis : evidence from asean-5 countries

This study applies a number of univariate unit root tests (conventional unit root tests and Lagrange Multiplier (LM) unit root test with two breaks) for time series data to determine the efficient market hypothesis (EMH) in five ASEAN countries which consists of Indonesia, Malaysia, Philippines,...

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Bibliographic Details
Main Author:	Wong, Yeong Der
Format:	Final Year Project Report / IMRAD
Language:	English English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2011
Subjects:	HB Economic Theory HG Finance
Online Access:	http://ir.unimas.my/id/eprint/6412/ http://ir.unimas.my/id/eprint/6412/1/Yeong%20Der%2824%20pgs%29.pdf http://ir.unimas.my/id/eprint/6412/4/Yeong%20Der%28fulltext%29.pdf

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