Market Efficiency In Malaysia
DOWNLOAD
Download Market Efficiency In Malaysia PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Market Efficiency In Malaysia book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Market Efficiency In Malaysia
DOWNLOAD
Author : Satish kumar
language : en
Publisher:
Release Date : 2018
Market Efficiency In Malaysia written by Satish kumar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
As long as financial markets are concerned, for many years' economists, statisticians and financial analyst have been interested in developing and testing models of stock price behaviour and their forecast. This study examines whether the Kuala Lumpur Stock Market, Malaysia is efficient if the Stock Returns follow a random walk. The study employs daily closing prices of Kuala Lumpur Stock Exchange - Bursa Malaysia Composite Index for a time period of 28 Apr 1998 to 30 Dec 2014. The existence of random walk for Bursa Malaysia Index has been examined through autocorrelation, Q-statistics and the run test and finds that the Kuala Lumpur Stock Market was not efficient in the weak form during the testing period. The results suggest that the stock prices in Malaysia do not reflect all the information in the past stock prices and abnormal returns can be achieved by investors through exploiting the market inefficiency.
Behaviour Of The Malaysian Stock Market
DOWNLOAD
Author : Othman Yong
language : en
Publisher:
Release Date : 1994
Behaviour Of The Malaysian Stock Market written by Othman Yong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Efficient market theory categories.
A Study Of Stock Market Efficiency In Malaysia
DOWNLOAD
Author : Shook Chern Lee
language : en
Publisher:
Release Date : 2000
A Study Of Stock Market Efficiency In Malaysia written by Shook Chern Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Stock exchanges categories.
The Efficiency Of The Kuala Lumpur Stock Exchange
DOWNLOAD
Author : Annuar Md Nasir
language : en
Publisher:
Release Date : 1993
The Efficiency Of The Kuala Lumpur Stock Exchange written by Annuar Md Nasir and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Efficient market theory categories.
A Study Of Market Efficiency And Risk Return Relationships In The Malaysian Capital Market
DOWNLOAD
Author : Mohammad Nassir Lanjong
language : en
Publisher:
Release Date : 1983
A Study Of Market Efficiency And Risk Return Relationships In The Malaysian Capital Market written by Mohammad Nassir Lanjong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Capital market categories.
Investment Analysis In The Malaysian Securities Market
DOWNLOAD
Author : Mansor Md Isa
language : en
Publisher:
Release Date : 2000
Investment Analysis In The Malaysian Securities Market written by Mansor Md Isa and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business enterprises categories.
Effects Of Insider Trading On Market Efficiency And Volatility In Bursa Malaysia
DOWNLOAD
Author : Wing Fah Lye
language : en
Publisher:
Release Date : 2011
Effects Of Insider Trading On Market Efficiency And Volatility In Bursa Malaysia written by Wing Fah Lye and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Efficient market theory categories.
The Market Efficiency And Volatility Of The Foreign Exchange Market In Malaysia
DOWNLOAD
Author : San San Koo
language : en
Publisher:
Release Date : 1996
The Market Efficiency And Volatility Of The Foreign Exchange Market In Malaysia written by San San Koo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Foreign exchange futures categories.
Mandatory Changes In Financial Reporting And Market Efficiency In An Emerging Market
DOWNLOAD
Author : Bee Wah (Grace) Ooi
language : en
Publisher:
Release Date : 2016
Mandatory Changes In Financial Reporting And Market Efficiency In An Emerging Market written by Bee Wah (Grace) Ooi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Disclosure in accounting categories.
It is generally believed that the provision of more frequent information will make markets more efficient. However at some point the marginal gain will become trivial and the cost of providing and processing the information may well exceed the gain. Most work on this issue relating to corporate disclosure is in the context of advanced countries and it may be that the balance of gains is different in emerging markets where the distortions are greater. From a natural experiment, the author is able to look at the gains which may have been reaped from the introduction of quarterly disclosure in Malaysia (from the previous bi-annual disclosure). Some firms were already disclosing voluntarily, therefore, a difference-in-differences (DID) study is undertaken to compare the two groups very closely despite all the other changes that have occurred over the same period. The sample data relates to all the main firms quoted the Malaysian stock exchange between 1997 and 2001 with introduction of mandatory quarterly disclosure starting in 1999. Unfortunately, the two treated group and the control group are rather different in characteristics. So, a specific form of DID is used to account for this. The choice of Malaysia is helpful in that it was one of the earliest movers to quarterly disclosure among the Asian emerging markets. So, other emerging markets can take advantage of the experience in judging whether to make similar changes themselves and the Malaysian authorities can consider whether they have reached the limits of improving disclosure. The results suggest that there are gains from requiring quarterly disclosure but the evidence is not particularly clear cut.
Market Efficiency In The Kuala Lumpur Stock Exchange
DOWNLOAD
Author : Victoria Samuel Aru Bol
language : en
Publisher:
Release Date : 2001
Market Efficiency In The Kuala Lumpur Stock Exchange written by Victoria Samuel Aru Bol and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Stock exchanges categories.