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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...

詳細記述

保存先:
書誌詳細
主要な著者: Saizal Pinjaman, Sarma Aralas
フォーマット: Conference or Workshop Item
言語:English
English
出版事項: 2018
主題:
HB1-3840 Economic theory. Demography
オンライン･アクセス: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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インターネット

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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