Browsing Journal Articles by Subject "KLSE"

Now showing items 1-2 of 2

    • Behaviour of stock returns in the KLSE: a test of the random walk hypothesis 

      Sanda, A. U.; Shafie, Abdul Ghani; Gupta, G. S. (2010-10-14)
      A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96. The serial correlations tests of varying lags and the runs tests were employed to test for the random walk theory. The ...

    • How many securities make a diversified portfolio: KLSE stocks? 

      Gupta, G. S.; Khoon, Ch'ng Huck; Shahnon, Suhaimi (2001-10-15)
      The paper examines the relationship between the portfolio risk and the number of stock in a portfolio for a given portfolio return across portfolio of the Malaysian stock during the period September 1988 through June 1997 ...