Weak-form efficient market hypothesis versus behavioural finance: a different perspective drawn from the Malaysian Stock Market
This study utilies the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI return series.Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH) and behavioural finance, with the hope of o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/21402/1/Weak%20Form%20Efficient%20Market%20Hypothesis%20versus%20Behavioural%20Finance.pdf |