Testing Informational Market Efficiency on Kuala Lumpur Stock Exchange

The primarily objective of this study is to investigate the informational efficiency of the Kuala Lumpur Security Exchange (KLSE) in terms of the daily Composite Index for the period of 1st January 1977 – 3rd May 2002. This paper concerned with the weak form test of efficient market hypo-thesis. Sin...

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Bibliographic Details
Main Author: Ozer Balkiz
Format: Article
Published: Penerbit Universiti Kebangsaan Malaysia 2003
Online Access:http://journalarticle.ukm.my/1725/
http://journalarticle.ukm.my/1725/