UUM Repository | Universiti Utara Malaysian Institutional Repository
FAQs | Feedback | Search Tips | Sitemap

Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur


Mohd Yusof, Liza Marwati and Yong, Othman (2002) Prestasi saham dengan menggunakan sistem Hy5: satu ujian kecekapan pasaran bentuk lemah di Bursa Saham Kuala Lumpur. Utara Management Review, 3 (1). pp. 87-96. ISSN 1511-7170

[img]
Preview
PDF
Download (485kB) | Preview

Abstract

This study examines the trading performance of Hy5 System relative to the buy-and-hold policy on the Kuala Lumpur Stock Exchange. Using yearly data from a sample of all listed firms in Kuala Lumpur Stock Exchange Industrial Index in the period of 1987-1997, this research finds that Hy5 System cannot outperform the buy-and-hold policy after transaction costs are accounted for.

Item Type: Article
Uncontrolled Keywords: technical trading rules, securities analysis, portfolio investments, investment policy, rates of return, comparative analysis
Subjects: H Social Sciences > HG Finance
Divisions: UNSPECIFIED
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 21 Sep 2010 08:34
Last Modified: 21 Sep 2010 08:34
URI: http://repo.uum.edu.my/id/eprint/428

Actions (login required)

View Item View Item