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

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...

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Bibliographic Details
Main Authors: Lai, Ming Ming (Author), Balachandher, K. Guru (Author)
Format: Book
Published: Accounting Research Institute (ARI) & Faculty of Accountancy, 2007-12.
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