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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
UUM Press
2005-06-01
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| Series: | International Journal of Management Studies |
| Subjects: | |
| Online Access: | https://e-journal.uum.edu.my/index.php/ijms/article/view/9196 |