صورة الغلاف

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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Saizal Pinjaman, Sarma Aralas
التنسيق: Conference or Workshop Item
اللغة:English
English
منشور في: 2018
الموضوعات:
HB1-3840 Economic theory. Demography
الوصول للمادة أونلاين: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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الانترنت

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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