@inproceedings{scholars11383,
            note = {cited By 0; Conference of 4th Innovation and Analytics Conference and Exhibition, IACE 2019 ; Conference Date: 25 March 2019 Through 28 March 2019; Conference Code:150892},
             doi = {10.1063/1.5121073},
            year = {2019},
          volume = {2138},
         journal = {AIP Conference Proceedings},
           title = {The existence of chaos in stock market price: An investigation using BDS test and close returns test},
       publisher = {American Institute of Physics Inc.},
            isbn = {9780735418813},
          author = {Sapini, M. L. and Aris, M. N. M. and Robangi, A. A. and Zulkanain, N. N. and Yusof, N. M.},
            issn = {0094243X},
             url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85071641361&doi=10.1063\%2f1.5121073&partnerID=40&md5=c8e56b1d8d191eda813e69eb7016e56f},
        abstract = {This project is focused on existing of chaos in stock market price. Stock market price is frequently changing in a particular time period. The pattern of stock market price is hard to predict as it is complex and exhibit nonlinear behavior. Due to insufficient chaotic findings for local company in Malaysia, existence of chaos in stock market price of Gamuda Berhad is determined in this project. There are two tests involved in this project which BDS Test and Close Returns Test are mainly used in this project for examining chaos in the stock market price. As for the result, BDS Test results show the rejection of the null hypothesis which means stock market price of Gamuda Berhad is not independent and identically distributed (IID) and Close Returns Test shows the non-chaotic behavior for the data. Therefore, the stock market price of Gamuda Berhad has non-chaotic nonlinearity behavior. {\^A}{\copyright} 2019 Author(s).}
}