This paper tests for the martingale hypothesis in the stock prices of a group of Asian markets.
We use new multiple variance ratio tests based on the wild bootstrap and signs. These are …

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Economic literature: papers, articles, software, chapters, books. Authors Institutions Rankings …

Using recently developed econometric models of fractional integration with overlapping
data, this study examines the time series properties of real monthly US stock returns over the …

Purpose–The Asian financial crisis revealed the weaknesses of Malaysian fund
management industry. The financial losses incurred in the crisis brought forward the issue of …

This study reviews Tag el-Din's (1996) paper and raises the possibilities that his
organizational models may create other kinds of inefficiency. Furthermore, using Canadian …

Artikel ini menggunakan análisis' return-based style'yang dimajukan oleh Sharpe (1988,
1992) untuk mengkaji stall dan prestasi 42 buah tabung unit amanah di Malaysia sepanjang …

Most actively managed portfolios have either a transient or a permanent style bias. The
question of whether style returns can be forecasted or timed is therefore intriguing. In this …

The knowledge of equity style of mutual funds has benefited investors by mitigating the issue
of asymmetric information between fund managers and investors. However, the investors …

We examine whether an investor should choose a style rotation strategy (that is style
investing) rather than a buy-and-hold strategy or a momentum strategy. We run out-of …

The knowledge of equity style of mutual funds has benefited investors by mitigating the issue
of asymmetric information between fund managers and investors. Having information of …