Stock market index price prediction using predetermined variables: a case study of Malaysia
The EMH states that security prices fully reflect the available information (Fama, 1970, 1991). The weak-form EMH asserts that security prices already fully reflect the information contained in the history of past trading Stock market efficiency in the weak-form sense has been widely studied and the...
Saved in:
Main Authors: | , |
---|---|
Format: | Book Chapter |
Language: | English |
Published: |
2016
|
Subjects: | |
Online Access: | https://eprints.ums.edu.my/id/eprint/20068/1/Stock%20market%20index%20price%20prediction%20using%20predetermined%20variables.pdf https://eprints.ums.edu.my/id/eprint/20068/ https://doi.org/10.4324/9781315638195 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universiti Malaysia Sabah |
Language: | English |