Statistika
Vol 7, No 1 (2007)

Kesan Anomali Bermusim Terhadap Bursa Malaysia

Nurfadhlina Binti Abdul Halim (Unknown)
How Teng Ying (Unknown)
Wan Muhamad Amir Bin Wan Ahmad (Unknown)

Article Info

Publish Date
09 Oct 2014

Abstract

Kajian ini mengkaji sama ada Bursa Malaysia adalah efisien dalam bentuk lemah. Penemuan kewujudan anomalibermusim iaitu kesan Januari atau bulanan dan kesan harian akan menolak hipotesis pasaran efisien bentuk lemah.Analisis regresi siri masa digunakan untuk menentukan kewujudan anomali bermusim dalam Indeks Komposit BursaMalaysia dari tahun 1999 sehingga tahun 2006.

Copyrights © 2007




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Journal Info
Statistika
Website

Abbrev

statistika

Publisher

Universitas Islam Bandung

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

Description

STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review ...