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.

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    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)
    Depositing User: ARKM Al Rashid Automasi
    Date Deposited: 14 Dec 2008 11:40
    Last Modified: 13 Jul 2013 11:28
    URI: http://eprints.usm.my/id/eprint/6615

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