Weak-Form Efficiency of The Kuala Lumpur Stock Exchange:
An Application of Unit Root Analysis

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Weak-Form Efficiency of The Kuala Lumpur Stock Exchange: An Application of Unit Root Analysis

Previous studies on the predictability efficiency of Kuala Lumpur Stock Exchange (KLSE) provide mixed evidence. Most of these studies did not altemptto control thinness of trading, drift and time-trend in the price series, which are peculiar characteristics of a developing securities market. This...

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Bibliographic Details
Main Authors:	Md. Nassir, Annuar, Ariff, Mohamed, Mohamad, Shamsher
Format:	Article
Language:	English English
Published:	Universiti Putra Malaysia Press 1993
Online Access:	http://psasir.upm.edu.my/id/eprint/2988/ http://psasir.upm.edu.my/id/eprint/2988/1/Weak-Form_Efficiency_of_The_Kuala_Lumpur_Stock_Exchange.pdf

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