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Evidence of short-run persistence in unit trusts performance in Malaysia

Chong, Chien Hwa et al.
UM Research Repository · Papers · License: CC BY-NC-ND 4.0
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financefinance-and-financial-management
The objective of this research is to determine whether there is statistical evidence in performance persistence of Malaysia unit trusts. Tests for performance persistence is also tests for weak form market efficiency of unit trusts in Malaysia. The study is also of practical value since performance
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