Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
The purpose of this study is to add to the literature on Grangers [1969] Causality and CLOB. We investigated: 1) the implications of the choice of indices on the testing of Grangers [1969] Causality, 2) on the nature of the lead-lag relationships and 3) the market efficiencies between the Malaysian...
| Autores principales: | , , |
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| Otros Autores: | |
| Formato: | Final Year Project (FYP) |
| Publicado: |
2008
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10356/11644 |