An examination of the random walk model and technical trading rules in the Malaysian stock market / Lai Ming Ming; Balachandher, K. Guru and Fauzias Mat Nor

• 主要な著者: Lai, Ming Ming (著者), Balachandher, K. Guru (著者)
• フォーマット: 図書
• 出版事項: Accounting Research Institute (ARI) & Faculty of Accountancy, 2007-12.
• 主題: Article; PeerReviewed
• オンライン･アクセス: Link Metadata

This paper examines the predictability of technical trading rules on the daily returns of the Kuala Lumpur Stock Exchange Composite Index for the full sample period from January 1977 to December 1999 which includes both bullish and bearish periods. The methodology employed includes both the variance...