I was surprised and excited to learn that the AMH was featured in the Malaysian Press (The Star, click here or here). The AMH, proposed by Prof. Andrew Lo, was the subject of my PhD thesis. The key references can be found in my survey paper published in Journal of Economic Surveys.
Monthly Archives: August 2012
My PhD Thesis
I started my PhD study at Monash University on 15 October 2005 after receiving a staff scholarship from Universiti Malaysia Sabah (UMS). My thesis, under the supervision of Professor Robert Brooks and Professor Jae Kim, addresses empirical issues related to the weak-form efficiency of stock markets.
I dedicated my thesis to the founding Dean of Labuan School of International Business and Finance (LSIBF), the late Dr. Zainal Abidin Said. He was a visionary leader who aspired to take the school to greater heights- to be known nationally and internationally.
Stock Market Liberalization
My postgraduate student, Chang Kwok Boon, has just submitted his Master thesis entitled “Foreign Ownership and the Informational Efficiency of Malaysian Stocks”. Among others, his Chapter 2 conducts an extensive survey of the existing indicators for stock market liberalization, with the ultimate objective of justifying the superiority of foreign ownership.
I hereby extract the summary that he provided in his thesis:
