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The effects of capital account liberalization and macroeconomic factors on firm-level stock returns volatilty in Malaysia

There are a number of research that have analysed the impact of financial liberalisation and macroeconomic factors on stock returns volatility. However, the results have been somewhat mixed. In the case of Malaysia, the current research estimates volatility using an EGARCH model where risk factors o...

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Bibliographic Details
Main Authors: Saizal Pinjaman, Sarma Aralas
Format: Conference or Workshop Item
Language:English
English
Published: 2018
Subjects:
HB1-3840 Economic theory. Demography
Online Access:https://eprints.ums.edu.my/id/eprint/33864/1/The%20effects%20of%20capital%20account%20liberalization%20and%20macroeconomic%20factors%20on%20firm-level%20stock%20returns%20volatilty%20in%20Malaysia.pdf
https://eprints.ums.edu.my/id/eprint/33864/2/The%20effects%20of%20capital%20account%20liberalization%20and%20macroeconomic%20factors%20on%20firm-level%20stock%20returns%20volatilty%20in%20Malaysia%20_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/33864/
https://www.researchgate.net/profile/Saizal-Pinjaman/publication/335791661_THE_EFFECTS_OF_CAPITAL_ACCOUNT_LIBERALIZATION_AND_MACROECONOMIC_FACTORS_ON_FIRM-LEVEL_STOCK_RETURNS_VOLATILTY_IN_MALAYSIA/links/5d7b8b7992851c87c37b567b/THE-EFFECTS-OF-CAPITAL-ACCOUNT-LIBERALIZATION-AND-MACROECONOMIC-FACTORS-ON-FIRM-LEVEL-STOCK-RETURNS-VOLATILTY-IN-MALAYSIA.pdf
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