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141
The Relationship between Stock Return and Trading Volume in Malaysian ACE Market
Published 2016-10-01“…There are two objectives of conducting the analysis; (1) to investigate the relationship between stock return and trading volume in Malaysian ACE market, and; (2) to conclude whether the relationship of trading volume and stock return on Malaysian ACE market is consistent with the weak-form of the efficient market hypothesis (EMH). The empirical result proves a significant positive contemporaneous relationship between stock return and trading volume. …”
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142
ABNORMAL RETURNS AT CALENDAR TURNING POINTS AT THE MALAYSIAN EXCHANGE
Published 2014-10-01“…Although these artificial moments have little impact on economy, investors may deem them important and behave accordingly and consequently the notion that stock returns are random as claimed by the Efficient Market Hypothesis may be questioned. The primary objective of this paper is to investigate the January effect for a few indices at the Main Board of the Malaysian Exchange. …”
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Article -
143
Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns
Published 2017-12-01“…This article evaluates the hypothesis that returns of metal prices are unpredictable (i.e under the weak form Efficient Market Hypothesis). The possible effect that financialization in the commodity market has had in the predictability of this is also evaluated. …”
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144
Intra-Industry Information Diffusion In China Stock Market
Published 2016“…Under the assumption of Efficient Market Hypothesis (EMH), stock prices completely reflect all commonly available information. …”
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Thesis -
145
Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns
Published 2017-07-01“… This article evaluates the hypothesis that returns of metal prices are unpredictable (i.e under the weak form Efficient Market Hypothesis). The possible effect that financialization in the commodity market has had in the predictability of this is also evaluated. …”
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Article -
146
Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns
Published 2017-07-01“… This article evaluates the hypothesis that returns of metal prices are unpredictable (i.e under the weak form Efficient Market Hypothesis). The possible effect that financialization in the commodity market has had in the predictability of this is also evaluated. …”
Get full text
Article -
147
Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns
Published 2017-07-01“… This article evaluates the hypothesis that returns of metal prices are unpredictable (i.e under the weak form Efficient Market Hypothesis). The possible effect that financialization in the commodity market has had in the predictability of this is also evaluated. …”
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Article -
148
The value premium in the Vietnamese equity market
Published 2024-02-01“… In recent decades, the Efficient Market Hypothesis has been the subject of debate among professionals and academics. …”
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149
Share Price and Trading Volume Reactions to Lockup Expiration in Malaysian IPOs
Published 2016-07-01“…Thus, the study provides evidence that contradicts the semi-strong form of the Efficient Market Hypothesis (EMH). According to EMH, the expiration of the lockup period which is public knowledge should not be accompanied with a significant abnormal return. …”
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150
É Possível Bater o Ibovespa com Operações de Análise Técnica no Mercado Futuro?
Published 2011-09-01“…However the efficient market hypothesis has developed the hypothesis that this idea as useless. …”
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151
The Ramadan effect: Illusion or reality?
Published 2016-06-01“…Empirical tests of the efficient market hypothesis (EMH) have been repeated by many researchers with varying results, with several supporting it and others finding no clear evidence for it. …”
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152
Contemporary Developments in Behavioural Finance
Published 2017-03-01“…The axiom of efficient market hypothesis that it is not possible to earn excess profits because the available information gets factored in instantaneously fell flat due to influence of human behaviour on the investment process. …”
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153
Propositions on Sino-American trade dispute : some helpful ideas from social science
Published 2020“…Given the purpose and the limits of my essay, I also do not engage any specific theory or method, such as the efficient-market hypothesis or game theory pioneered by well-known Nobel laureates (e.g., Burton Malkiel and Eugene Fama; Thomas Schelling).…”
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Working Paper -
154
Modeling distributions and correlations in financial market returns.
Published 2010“…The widely held models of Efficient Market Hypothesis were often shown to have shortcomings in explaining real life stock market fluctuations. …”
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Final Year Project (FYP) -
155
Announcement effects of mergers and acquisitions on financial institutions in Asia Pacific
Published 2011“…Based on the efficient market hypothesis, share prices reflect the information for publicly listed firms. …”
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Final Year Project (FYP) -
156
The irrational behaviour of investors and its impact on stock price movements: evidence from bursa Malaysia[HD28-70].
Published 2009“…Oleh sebab pasaran terdiri daripada manusia, adalah logik bahawa penjelasan yang berakar pada sifat psikologi pelabur dapat menerangkan kelakuan pasaran saham. Is the Efficient Market Hypothesis (EMH) still alive in the real world if the rationality assumption does not hold? …”
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Thesis -
157
An economic analysis of the relationship between stock returns and the anticipated and unanticipated money growth: the case of Malaysia
Published 1999“…Using the Barro two-step procedure, our results suggest that the efficient market hypothesis for the KLSE cannot be rejected with respect to both narrow and broad money components.…”
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158
Long Memory and Stock Market Efficiency: Case of Saudi Arabia
Published 2020-04-01“…The long memory process of Saudi Stock Market offers evidence against efficient market hypothesis (EMH). The ARFIMA model supports the presence of long-run dependence in the historical volatility of the Saudi stock market, giving further support against the EMH. …”
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159
Share Price and Trading Volume Reactions to Lockup Expiration in Malaysian IPOs
Published 2016-07-01“…Thus, the study provides evidence that contradicts the semi-strong form of the Efficient Market Hypothesis (EMH). According to EMH, the expiration of the lockup period which is public knowledge should not be accompanied with a significant abnormal return. …”
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Article -
160
IMPLEMENTATION OF BIT ERROR RATE (BER) BASED ON SOFTWARE DEFINED RADIO
Published 2015-09-01“… Software-defined radio (SDR) technology offers resilience, efficient market hypothesis cost, and less power consumption leading communications ahead, with widely reaching advantageousness accomplished by service providers and product advancers through to end-users. …”
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