Measuring stock performance using stochastic frontier analysis model with dependent error approach

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Measuring stock performance using stochastic frontier analysis model with dependent error approach

This paper focuses on analyzing the technical efficiency of Malaysian stock performance over the period of 2013 to 2018. By utilizing the stochastic frontier analysis (SFA) production function Cobb-Douglas, the inefficiency effect of time-invariant is allowed and predicted to estimate the technical...

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Bibliographic Details
Published in:	International Journal of Advanced and Applied Sciences
Main Author:	Arsad R.; Isa Z.; Abidin N.H.Z.; Kamarudin N.
Format:	Article
Language:	English
Published:	Institute of Advanced Science Extension (IASE) 2022
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85142021166&doi=10.21833%2fijaas.2022.12.001&partnerID=40&md5=afa45d00ce3e027ee4003dcf663eb14d

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