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Beta Coefficients of Malaysian Securities
Beta Forecasts of Malaysian Securities
Weak Form Efficiency and Mean Reversion
2 other sections not shown
72 component stocks abnormal profits All-Share analysis arithmetic mean Asia-Pacific markets autocorrelation Average Base AMV beta values betas in period betas of securities Blume's estimated beta computed betas Corporation Bhd correlation coefficient economic ed beta estimated beta coefficients F-statistic form efficient market Granger Hang Seng Index historical beta coefficients Holdings Berhad Holdings Bhd Hong Kong KLSE Composite Index Kok Kim Lian Kuala Lumpur Stock Lion Corporation Ljung-Box-Pierce Q test Lumpur Stock Exchange main board Malaysia Malaysia Bhd Malaysian market Malaysian stock market market efficiency market risk mean reversion Neumann's ratio test number of runs percent Plantation predicting predictors price behaviour price movements price series Q test random walk hypothesis ratio test risk class risk-class membership runs test second subperiod serial correlation serial correlation test serial dependence share price significant Singapore stock indices stock prices test statistic trading variance ratio test weak form efficient weighting whole period