Pre- and post-economic crisis weak-form market efficiency analysis for Malaysian daily stock indices
In this paper, we examine the weak-form market efficiency for Malaysian sectoral stock market for the years 1996 to 2006. We focus on the random walk test under the structural change triggered by the Asian financial crisis and the drastic currency control by the Malaysian government. Our empirica...
| Main Authors: | , , |
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| Format: | Article |
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Penerbit ukm
2008
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| Online Access: | http://journalarticle.ukm.my/1865/ http://journalarticle.ukm.my/1865/ |