The random walk behaviour of Malaysian stock market : Evidence from individual stocks
This study re-examines the price behaviour of 77 individual stocks listed on Bursa Malaysia in light of the random walk hypothesis. With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS) test, it is possible to detect a more complex form of dependencies in series of financial returns...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Universiti Utara Malaysia
2006
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| 主題: | |
| 在線閱讀: | http://repo.uum.edu.my/673/1/Kian_Ping_Lim.pdf http://repo.uum.edu.my/673/ http://ijms.uum.edu.my |
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| 機構: | Universiti Utara Malaysia |
| 語言: | English |