Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore.
It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test....
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2004
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| Subjects: | |
| Online Access: | http://eprints.usm.my/7453/ http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf |
| _version_ | 1848870251045847040 |
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| author | Azizan, Noor Azlinna Brookfield, D. |
| author_facet | Azizan, Noor Azlinna Brookfield, D. |
| author_sort | Azizan, Noor Azlinna |
| building | USM Institutional Repository |
| collection | Online Access |
| description | It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test.
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| first_indexed | 2025-11-15T15:21:12Z |
| format | Conference or Workshop Item |
| id | usm-7453 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T15:21:12Z |
| publishDate | 2004 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-74532013-07-13T03:40:04Z http://eprints.usm.my/7453/ Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. Azizan, Noor Azlinna Brookfield, D. HD28-70 Management. Industrial Management It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test. 2004-08 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf Azizan, Noor Azlinna and Brookfield, D. (2004) Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. In: 12th Annual Conference On Pacific Basin Finance Economics Accounting And Business, 10-11 August 2004, Bangkok, Thailand . |
| spellingShingle | HD28-70 Management. Industrial Management Azizan, Noor Azlinna Brookfield, D. Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_full | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_fullStr | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_full_unstemmed | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_short | Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. |
| title_sort | nonlinearity in market efficiency: comparison study of malaysia, london and singapore. |
| topic | HD28-70 Management. Industrial Management |
| url | http://eprints.usm.my/7453/ http://eprints.usm.my/7453/1/Nonlinearity_in_Market_Efficiency_Comparison_study_of_Malaysia_London_and_Singapore.pdf |