Forecasting Malaysian stock market volatility

by Ng, Chee Pung, Md Nassir, Annuar, Hassan, Taufiq
Published 2012

Contemporary event study test: event-induced variance and cross correlation among abnormal returns in dividend

by Ng, Chee Pung, Choo, Wei Chong, Amin Noordin, Bany Ariffin, Md Nassir, Annuar
Published 2018

Test statistics with event-induced variance: evidence from stock dividend

by Ng, Chee Pung, Choo, Wei Chong, Amin Noordin, Bany Ariffin, Md Nassir, Annuar
Published 2019