Chong, W. W. (2003). A bivariate correlational study between the stock price and volatility of trading volume: A test of the weak form efficient market hypothesis on the banking sector (main board) KLSE (1st January 1997 - 31st December 2000).
Chicago Style (17th ed.) CitationChong, Wai Wai. A Bivariate Correlational Study Between the Stock Price and Volatility of Trading Volume: A Test of the Weak Form Efficient Market Hypothesis on the Banking Sector (main Board) KLSE (1st January 1997 - 31st December 2000). 2003.
MLA (8th ed.) CitationChong, Wai Wai. A Bivariate Correlational Study Between the Stock Price and Volatility of Trading Volume: A Test of the Weak Form Efficient Market Hypothesis on the Banking Sector (main Board) KLSE (1st January 1997 - 31st December 2000). 2003.