Is the KLSE efficient? Efficient market hypothesis vs behavioral finance
Over the last 100years since Bachelier (1900)pioneering work on Random Walk Hypothesis, studies on the Efficient Market Hypothesis (EMH) have revealed mixed evidence. EMH states that stock prices reflect information. In an efficient market the prices of stocks reflect a rational assessment of the...
| Main Author: | Md. Nassir, Annuar |
|---|---|
| Format: | Inaugural Lecture |
| Language: | English |
| Published: |
2002
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/1120/ http://psasir.upm.edu.my/id/eprint/1120/1/LG_173_S45_S981_no.610001.pdf |
Similar Items
Bank efficiency and the efficient market hypothesis: the case for bank stock prices in KLSE
by: Habibullah, Muzafar Shah, et al.
Published: (2005)
by: Habibullah, Muzafar Shah, et al.
Published: (2005)
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)
Stock Market Reaction to Corporate Announcements on the NSE and the Efficient Market Hypothesis
by: Ibrahim, Filsan Sidow
Published: (2007)
by: Ibrahim, Filsan Sidow
Published: (2007)
Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
by: Siew, Voon Soon, et al.
Published: (2014)
by: Siew, Voon Soon, et al.
Published: (2014)
Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
by: Soon, Siew-Voon, et al.
Published: (2014)
by: Soon, Siew-Voon, et al.
Published: (2014)
Efficient market hypothesis : evidence from asean-5 countries
by: Wong, Yeong Der
Published: (2011)
by: Wong, Yeong Der
Published: (2011)
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)
Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market
by: Tran, Nhat
Published: (2016)
by: Tran, Nhat
Published: (2016)
Empirical Analysis of the Speculative Efficiency Hypothesis
by: LU, XIANGYU
Published: (2012)
by: LU, XIANGYU
Published: (2012)
Efficient market hypothesis: Impact of 12th Malaysian general election on the stock market
by: Chan, Adrian Ren Cheian, et al.
Published: (2013)
by: Chan, Adrian Ren Cheian, et al.
Published: (2013)
A Review of the Efficient Markets Hypothesis & The Elliot Wave Analysis: An empirical Investigation
by: Keshava, Gaurav
Published: (2007)
by: Keshava, Gaurav
Published: (2007)
Efficient market hypothesis and shari'ah compliances stock return behaviour in Indonesia and Malaysia markets
by: Helma, Malini
Published: (2015)
by: Helma, Malini
Published: (2015)
“Investigating Whether Efficient Market Hypothesis Could be Beaten by Careful Implementation of Technical Analysis“
by: Kuntsevich, Kirill
Published: (2014)
by: Kuntsevich, Kirill
Published: (2014)
The buy-write strategy, index investment and the efficient market hypothesis: more Australian evidence
by: O'Connell, Darren, et al.
Published: (2009)
by: O'Connell, Darren, et al.
Published: (2009)
Examination of Efficient Market Hypothesis in Indian Stock Markets and behavioural patterns of Institutional and Individual Investors in India
by: Jain, Shruti
Published: (2006)
by: Jain, Shruti
Published: (2006)
Behavioural finance perspectives on Malaysian stock market efficiency
by: Tuyon, Jasman, et al.
Published: (2016)
by: Tuyon, Jasman, et al.
Published: (2016)
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)
Risk and Return of the KLSE Finance Stocks and the Performance of Banking Stocks in Malaysia
by: Mohd Ripin, Zarazila
Published: (1997)
by: Mohd Ripin, Zarazila
Published: (1997)
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)
State space approach in assessing the existene of calendar Effects at international stock markets: its implication on efficient market hypothesis.
by: Arsad, Zainudin
Published: (2012)
by: Arsad, Zainudin
Published: (2012)
Impact of environmental regulations on the industrial eco-efficiency in China—based on the strong porter hypothesis and the weak porter hypothesis
by: Zhong, Cheng, et al.
Published: (2023)
by: Zhong, Cheng, et al.
Published: (2023)
A bivariate correlational study between the closing stock price and volatility of trading volume : a test of the weak form efficient market hypothesis on the technology sector KLSE Main Board (June 2000-June 2002) / Gun Pei Leng
by: Gun, Pei Leng
Published: (2003)
by: Gun, Pei Leng
Published: (2003)
Informational efficiency of CPO futures contracts
by: Hassan, Taufik, et al.
Published: (2002)
by: Hassan, Taufik, et al.
Published: (2002)
The Stocks Market Overreaction On The Kuala
Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000)
by: Suw, Andi Tjan
Published: (2000)
Price efficiency on Islamic banks vs. conventional banks in Bahrain, UAE, Kuwait, Oman, Qatar and Saudi Arabia: impact of country governance
by: Kamarudin, Fakarudin, et al.
Published: (2018)
by: Kamarudin, Fakarudin, et al.
Published: (2018)
January Effect on the Thinly Traded KLSE: Tests with
Appropriate Refinements
by: M Nasir, Annuar, et al.
Published: (1992)
by: M Nasir, Annuar, et al.
Published: (1992)
Determinants of efficiency in the Malaysian banking sector: does bank origins matter?
by: Sufian, Fadzlan, et al.
Published: (2016)
by: Sufian, Fadzlan, et al.
Published: (2016)
An analysis on the efficiency of the Malaysian Islamic banking industry: domestic vs. foreign
by: Abd Hadi, Fatimah Salwa, et al.
Published: (2010)
by: Abd Hadi, Fatimah Salwa, et al.
Published: (2010)
AI vs. human mind: efficiency in the management of construction industry
by: Ang Soon Ern, Peniel, et al.
Published: (2022)
by: Ang Soon Ern, Peniel, et al.
Published: (2022)
Globalization and bank efficiency nexus: empirical evidence from the Malaysian banking sector
by: Sufian, Fadzlan, et al.
Published: (2017)
by: Sufian, Fadzlan, et al.
Published: (2017)
Performance of cyclical sectors on the klse
by: Poobalan, S / O Tana Shingam
Published: (2002)
by: Poobalan, S / O Tana Shingam
Published: (2002)
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)
Technical efficiency and returns to scale on banking sector: empirical evidence from GCC countries
by: Kamarudin, Fakarudin, et al.
Published: (2015)
by: Kamarudin, Fakarudin, et al.
Published: (2015)
An analysis of country governance impact to the revenue efficiency of Islamic and conventional banks in GCC countries
by: Kamarudin, Fakarudin, et al.
Published: (2016)
by: Kamarudin, Fakarudin, et al.
Published: (2016)
Direct Energy Transfer for High Efficiency Photovoltaic Energy Systems Part 1: Concepts and Hypothesis
by: Dehbonei, Hooman, et al.
Published: (2009)
by: Dehbonei, Hooman, et al.
Published: (2009)
Conventional vs Islamic bonds announcements: the effects on shareholders' wealth
by: Mohd Ashhari, Zariyawati, et al.
Published: (2009)
by: Mohd Ashhari, Zariyawati, et al.
Published: (2009)
The Asset Pricing and Bid-Ask Spread: An Empirical Evidence Based on the KLSE Market
by: Lee, Say Oh
Published: (1998)
by: Lee, Say Oh
Published: (1998)
Diversification Opportunities Among Sectors of KLSE, Asean and World Markets (1986 -1996)
by: Rohani, Muhammad Fauzi
Published: (1998)
by: Rohani, Muhammad Fauzi
Published: (1998)
Determinants of CSR disclosure : a study on Malaysia companies in KLSE main market.
by: Ooi, Yee Von, et al.
Published: (2011)
by: Ooi, Yee Von, et al.
Published: (2011)
Does efficiency promote competitiveness of the insurance industry?
by: Lee, Hui Shan, et al.
Published: (2018)
by: Lee, Hui Shan, et al.
Published: (2018)
Similar Items
-
Bank efficiency and the efficient market hypothesis: the case for bank stock prices in KLSE
by: Habibullah, Muzafar Shah, et al.
Published: (2005) -
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991) -
Stock Market Reaction to Corporate Announcements on the NSE and the Efficient Market Hypothesis
by: Ibrahim, Filsan Sidow
Published: (2007) -
Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
by: Siew, Voon Soon, et al.
Published: (2014) -
Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
by: Soon, Siew-Voon, et al.
Published: (2014)