Author: ASSEL BALDANBAYEVA (TP030109)Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 64
Book Description
VOLATILITY OF STOCK PRICE IN MALAYSIA
Author: ASSEL BALDANBAYEVA (TP030109)Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 64
Book Description
VOLATILITY OF STOCK PRICE IN MALAYSIA
Author: BALDANBAYEVA ASSEL (TP030109)Publisher:
ISBN:
Category :
Languages : en
Pages : 50
Book Description
The Relationship Between Volatility of Malaysian Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
Author: Mai Syaheera Miau ShaariPublisher:
ISBN:
Category : Stocks
Languages : en
Pages : 77
Book Description
A STUDY ON DIVIDEND POLICY AND SHARE PRICE VOLATILITY IN MALAYSIA STOCK MARKET
Author: NG KA WEI (TP019709)Stock Prices Volatility & Economic Growth
Author: Yong Wei LimModelling Volatility in the Malaysian Stock Market
Author: Kar Mei TangPublisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 56
Book Description
Stock Market Volatility
Author: Greg N. GregoriouPublisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Stock Returns and Volatility
Author: Hui Jie NgPublisher:
ISBN:
Category : Investments
Languages : en
Pages : 74
Book Description
Unexpected Volatility Shifts and Efficiency of Emerging Stock Market
Author: Elgilani E. ElshareifPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This paper analyzes the behavior of Malaysian stock market during the intervals of high uncertainty. It highlights the impact of unexpected volatility shifts on this small emerging Asian market, in terms of its efficiency and returns, during the past two decades. The purpose of this study is achieved through the Iterated-Cumulative-Sum-of-Squares-in-Volatility model (ICSS-EGARCH-M Model), which is one of the new approaches in market efficiency studies. The empirical results indicate the rejection of efficient market hypothesis for the market when sudden volatility shifts are considered. The results also provide significant empirical evidences for positive risk-return relationship in the exchanges. In addition, the stock market is found to be more sensitive to global than the local events. The asymmetrical responses to good and bad news are also part of the market behavior.
The Volatility of US Dollar and the Impact on the Malaysian Stock Market
Author: Kashan PirzadaPublisher:
ISBN:
Category :
Languages : en
Pages : 11
Book Description
Objective - The purpose of this paper is to observe the volatile movement of the US dollar ('USD') and its impact on the Malaysian stock market.Methodology/Technique - This study would look at how the USD had progressed and how it delivers a significant effect on the Malaysian stock market; this is presented by the FBM Kuala Lumpur Composite Index ('FBM KLCI'). This index acts as one of the indicators for internal and external investors on the overall performance of the Malaysian stock market, and thus on their economic state in general.Findings - After the simple regression analysis was conducted in this study, the results confirmed that the USD has a positive relationship with the FBM KLCI. The null hypothesis has been rejected, and the test was statistically significant at 10% confidence level.Novelty - Previous research has focused on the countries of the author and few have touched numbers of macroeconomic variables at large. In this paper, only the Malaysian view is considered, and the macroeconomic variable will merely focus on the exchange rate of the USD against the Ringgit.