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Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore.

Azizan, Noor Azlinna and Brookfield, D. (2004) Nonlinearity in Market Efficiency: Comparison study of Malaysia, London and Singapore. In: 12th Annual Conference On Pacific Basin Finance Economics Accounting And Business, 10-11 August 2004, Bangkok, Thailand .

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Abstract

It is argued that the efficiency in futures market depends on the nature of trading activity in futures and on its relation to the underlying security. Much of the studies in this are only focus on the linear relationship between this instruments and little has been done using the nonlinearity test.

Item Type:Conference or Workshop Item (Paper)
Subjects:H Social Sciences > HD Industries. Land use. Labor > HD28-70 Management. Industrial Management
ID Code:7453
Deposited By:ARKM Al Rashid Automasi
Deposited On:08 Jan 2009 21:24
Last Modified:08 Jan 2009 21:24

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