Anomalies, Time Signals, And Stock Prices In The KLSE

Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and te...

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Main Author: Lai , Ming Ming
Format: Thesis
Published: 2002
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spelling my-mmu-ep.4292010-06-15T10:23:38Z Anomalies, Time Signals, And Stock Prices In The KLSE 2002 Lai , Ming Ming LB2361 Curriculum Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and technical trading rules in investment decisions in the Malaysian stock market through comprehensive examination of these issues over the full-sample and four sub-sample periods, during both bullish and bearish periods. 2002 Thesis http://shdl.mmu.edu.my/429/ http://myto.perpun.net.my/metoalogin/logina.php phd doctoral Multimedia University Research Library
institution Multimedia University
collection MMU Institutional Repository
topic LB2361 Curriculum
spellingShingle LB2361 Curriculum
Lai , Ming Ming
Anomalies, Time Signals, And Stock Prices In The KLSE
description Financial pundits the world over pontificate that investors must strive for above average returns in their investments. Hence, the search for market anomalies and trading rules which may bring forth abnormal profit opportunities. This study integrates and incorporates the winner-loser anomaly and technical trading rules in investment decisions in the Malaysian stock market through comprehensive examination of these issues over the full-sample and four sub-sample periods, during both bullish and bearish periods.
format Thesis
qualification_name Doctor of Philosophy (PhD.)
qualification_level Doctorate
author Lai , Ming Ming
author_facet Lai , Ming Ming
author_sort Lai , Ming Ming
title Anomalies, Time Signals, And Stock Prices In The KLSE
title_short Anomalies, Time Signals, And Stock Prices In The KLSE
title_full Anomalies, Time Signals, And Stock Prices In The KLSE
title_fullStr Anomalies, Time Signals, And Stock Prices In The KLSE
title_full_unstemmed Anomalies, Time Signals, And Stock Prices In The KLSE
title_sort anomalies, time signals, and stock prices in the klse
granting_institution Multimedia University
granting_department Research Library
publishDate 2002
_version_ 1747829131664424960