Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange [HG5750.6.A3 T124 2005 f rb] [Microfiche 8676].

Husni, Tafdil (2005) Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange [HG5750.6.A3 T124 2005 f rb] [Microfiche 8676]. PhD thesis, Universiti Sains Malaysia.

[img]
Preview
 PDF
Download (295kB) | Preview

Abstract

Dengan menggunakan data harian daripada firma-firma yang tersenarai di Papan Utama pasaran saham Malaysia untuk tempoh Januari 1988 sehingga Oktober 2002, kajian ini berusaha untuk melihat peramalan pulangan dari pasaran saham Malaysia. Using daily data of firms listed on the Main Board of the Malaysian stock market for the period January 1988 through October 2002, this study looks at the predictability of returns in the Malaysian stock market

Item Type: Thesis (PhD)
Subjects: H Social Sciences > HG Finance > HG4900-5993 By region or country
Divisions: Pusat Pengajian Pengurusan (School of Management) > Thesis
Depositing User: ARKM Al Rashid Automasi
Date Deposited: 14 Dec 2008 03:40
Last Modified: 06 Apr 2018 01:59
URI: http://eprints.usm.my/id/eprint/6615

Actions (login required)

View Item View Item
USM Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.
Share