Ching Kok, Sook; Munir, Qaiser - In: Journal of Economics, Finance and Administrative Science 20 (2015) 39, pp. 105-117
This study examines the weak-form efficient market hypothesis (EMH) for the Finance Sector in Malaysian Stock Exchange, by exploring and scrutinizing the firm-level efficiency over for the period from 1st January 1997 to 31st December 2014. For this purpose, we apply panel nonlinear unit root...
