Intraday returns patterns of Malaysian common stock
This study examines the intraday return and risk behavior of Malaysian stock· prices. The volatility of the return is greater in the morning session for both period A and period B as measured by the standard deviation ratios. It is also obsenJed that the intraday standard deviations showed two disti...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
1995
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| Online Access: | http://journalarticle.ukm.my/7964/1/799-1526-1-SM.pdf http://journalarticle.ukm.my/7964/ http://ejournals.ukm.my/pengurusan/issue/view/203 |
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