The return predictability and market efficiency of the KLSE CI stock index futures market
Numerous studies have shown that returns on stocks and futures can to some extent be predicted over time, and that for developed financial markets, the predictions are compatible with the beta-asset pricing (APT) paradigm. Increasingly, more studies have been undertaken to test the veracity of such...
| Published in: | Journal of Emerging Market Finance |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2012
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84858172339&doi=10.1177%2f097265271101100102&partnerID=40&md5=f99827cad18a3a74676e3e8ee25d247e |