Malaysian finance sector weak-form efficiency : heterogeneity, structural breaks, and cross-sectional dependence
Alternative title: | Forma débil de la eficiencia del sector financiero malayo |
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Year of publication: |
December 2015
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Authors: | Kok Sook Ching ; Munir, Qaiser |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 20.2015, 39, p. 105-117
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Subject: | Market efficiency | Financial firms | Banks | Heterogeneity | Panel data | Structural breaks | Cross-sectional dependence | Strukturbruch | Structural break | Panel | Panel study | Effizienzmarkthypothese | Efficient market hypothesis | Bank | Malaysia | Finanzsektor | Financial sector | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | 10.1016/j.jefas.2015.10.002 [DOI] hdl:10419/179766 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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