EMH 1 Malaysian banking sector 1 PERFORMANCE 1 VOLATILITY 1 anomalies 1 banking institutions 1 behavioural finance 1 consumer confidence Index (CCI) 1 dividend per share (DPS) 1 fraud cases 1 fraud occurrence 1 fraud prevention 1 investment 1 investor sentiment 1 macroeconomic variables 1 market efficiency 1 performance measures 1 portfolio returns 1 predictive power 1 price earning ratio (PE) 1 return 1 risk management 1 trade volume 1 unit root 1