Weak-form efficient market hypothesis versus behavioural finance: a different perspective drawn from the Malaysian Stock Market by Lim, Kian Ping, Liew, Venus Khim Sen, Wong, Hock Tsen

“…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 offering some plausible explanations to the controversy existing between these two camps. …”
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Weak-form efficiency of shariah-compliant finance stocks: Evidence from KLSE of Malaysia by Qaiser Munir, Sook, Ching Kok

“…We examine the weak-form efficient market hypothesis (EMH) for the selected Shariah-compliant finance stocks from the Kuala Lumpur Stock Exchange (KLSE) from 1/17/92 to 8/26/2022. …”
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A Comparison of The Weak-form Efficiency of The Asean Stock Markets Before and During the Covid-19 Pandemic by Kok, Sook Ching, Caroline Geetha

“…This paper aims to examine the weak-form efficient market hypothesis (EMH) for the ASEAN stock markets before and during the outbreak of the COVID-19 pandemic. …”
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Revisiting weak-form efficiency of major sectors of Malaysia during the covid-19 period by Qaiser Munir, Kok, Sook Ching

“…There are plenty of literature on the efficient market hypothesis (EMH) especially for a stock market, but relatively fewer studies for across sectors. …”
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