Does stock market liberalization cause higher volatility in the Bursa Malaysia?
This study examines the impact of stock market liberalization on stock return volatility in the Bursa Malaysia (formerly known as the Kuala Lumpur Stock Exchange), using the EGARCH model with sudden changes of variance during the period of 1985 - 2006. The analysis is conducted based on four sub-sam...
Bewaard in:
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Artikel |
| Taal: | English |
| Gepubliceerd in: |
Universiti Malaysia Sarawak
2008
|
| Online toegang: | http://psasir.upm.edu.my/id/eprint/14129/1/Does%20stock%20market%20liberalization%20cause%20higher%20volatility%20in%20the%20Bursa%20Malaysia.pdf |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|
Wees de eerste die reageert!