Weak-Form Efficient Market Hypothesis versus Behavioural Finance: A Different Perspective Drawn from the Malaysian Stock Market

Weak-Form Efficient Market Hypothesis versus Behavioural Finance: A Different Perspective Drawn from the Malaysian Stock Market

This study utilises the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI returns series. Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH) and behavioural finance, with the hope o...

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Bibliographic Details
Main Authors: Kian-Ping Lim, Venus Khim-Sen Liew, Hock-Tsen Wong
Format: Article
Language:English
Published: UUM Press 2005-06-01
Series:International Journal of Management Studies
Subjects:
Data generating process
Weak-form efficient market hypothesis
Behavioural finance
Stock market
Malaysia
Online Access:https://e-journal.uum.edu.my/index.php/ijms/article/view/9196

Internet

https://e-journal.uum.edu.my/index.php/ijms/article/view/9196

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