Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
The recent Asian currency crisis has revived the debate about the efficacy of the weak-form efficient market hypothesis as an appropriate tool for testing the volatility of the stock markets. This is because the idea that securities markets are efficient is a fundamental factor that affects not o...
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| Format: | Thesis |
| Language: | English English |
| Published: |
2001
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| Online Access: | http://psasir.upm.edu.my/id/eprint/8297/1/FEP_2001_10_IR.pdf |
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