Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore.

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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....

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Bibliographic Details
Main Authors:	Azizan, Noor Azlinna, Brookfield, D.
Format:	Conference or Workshop Item
Language:	English
Published:	2004
Subjects:	HD28-70 Management. Industrial Management
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

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