A bivariate correlational study between the stock price and volatility of trading volume : a test of the weak form efficient market hypothesis on the banking sector (main board) KLSE (1st January 1997 - 31st December 2000) /
Saved in:
Main Author: | Chong, Wai Wai |
---|---|
Format: | Thesis Book |
Language: | English |
Published: |
2003
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A bivariate correlational study between the closing stock price and volatility of trading volume : a test of the weak form efficient market hypothesis on the technology sector KLSE Main Board (June 2000-June 2002) /
by: Gun, Pei Leng
Published: (2003) -
The impact of KLSE composite index futures trading on KLSE composite index underlying stock price volatility /
by: Leong, Wai Yee
Published: (1998) -
Financial characteristics of commercial banks listed on the Kuala Lumpur stock exchange /
by: Mendy, Dominic
Published: (1995) -
The impact of macroeconomic variables on the performance of the Kuala Lumpur Stock Exchange (KLSE) /
by: Khadaroo, Muhummud Iqbal
Published: (2000) -
A study of the weak from efficient market hypothesis of the Kuala Lumpur Stock Exchange /
by: Othman Yong, 1961-
Published: (1987)