Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests
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- Arshad, Shaista & Rizvi, Syed Aun R. & Ghani, Gairuzazmi Mat & Duasa, Jarita, 2016. "Investigating stock market efficiency: A look at OIC member countries," Research in International Business and Finance, Elsevier, pages 402-413.
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KeywordsEfficient Market Hypothesis; Threshold Autoregressive Model; Unit Root.;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G0 - Financial Economics - - General
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