Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
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More about this item
KeywordsData generating process; Weak-form EMH; Behavioural finance; Kuala Lumpur Stock Exchange; Malaysia.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-01-08 (All new papers)
- NEP-CFN-2004-01-08 (Corporate Finance)
- NEP-FIN-2004-01-08 (Finance)
- NEP-FMK-2004-01-08 (Financial Markets)
- NEP-HIS-2004-01-08 (Business, Economic & Financial History)
- NEP-SEA-2004-01-08 (South East Asia)
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