Monsurat Ayojimi Salami; Bin Haron, Razali - In: Journal of capital markets studies 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market …-TAR models, to examine the impact of structural breaks on the pricing efficiency of the Malaysian CPO market. Findings - This … finding establish that Malaysian CPO price is efficient before and after the structural break. The consistent efficiency of …