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Behaviour of stock returns in the KLSE: a test of the random walk hypothesis
(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?
(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 ...