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The behavior of Malaysian stock market: evidence from nonlinear unit root test
Published 2010“…This paper reexamines the efficient hypothesis using monthly Kuala Lumpur stock price data for the period January 1970 to August 2009, using the nonlinear unit root test procedure recently developed by Kapetanios et al. (2003) in addition to the linear unit root test with and without structural breaks. …”
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Proceeding Paper -
2
A note on Chinese stock market efficiency: fresh evidence from non-linear unit root test
Published 2011“…In doing so, the nonlinearity test of Harvey, Leybourne, and Xiao (2008)5 is used to have an insight into the best specification of the model. The nonlinear unit root tests rejects the null hypothesis of unit root, suggesting that Shanghai stock markets is not weak form efficient, which is contrary to the findings of Qian et al (2008) . …”
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Proceeding Paper -
3
The behavior of Indonesian stock market: structural breaks and nonlinearity
Published 2011“…In general, the results from standard linear unit root test, Zivot and Adrews (ZA) test and Lumsdaine and Papell (LP) test provide evidence that Jakarta Composite Index characterized by a unit root. …”
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Proceeding Paper -
4
Human capital and economic growth: empirical evidence from Malaysia
Published 2014“…Data derived from different sources undergo unit root tests to ensure stationarity at level or first difference. …”
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Proceeding Paper