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Is the Hong Kong Stock Market Asymmetrical in Behavior?

This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong...

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Main Authors: Liew, Venus Khim-Sen, Chia, Ricky Chee-Jiun, Syed Azizi Wafa, Syed Khalid Wafa
Format: E-Article
Language:English
Published: EconBiz 2015
Subjects:
H Social Sciences (General)
Online Access:http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf
http://ir.unimas.my/id/eprint/17989/
https://www.researchgate.net/publication/301548678
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spelling my.unimas.ir.179892017-10-09T03:54:56Z http://ir.unimas.my/id/eprint/17989/ Is the Hong Kong Stock Market Asymmetrical in Behavior? Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa H Social Sciences (General) This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market. EconBiz 2015-01 E-Article PeerReviewed text en http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf Liew, Venus Khim-Sen and Chia, Ricky Chee-Jiun and Syed Azizi Wafa, Syed Khalid Wafa (2015) Is the Hong Kong Stock Market Asymmetrical in Behavior? The Empirical Economics Letters, 14 (1). ISSN 1681-8997 https://www.researchgate.net/publication/301548678
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic H Social Sciences (General)
spellingShingle H Social Sciences (General)
Liew, Venus Khim-Sen
Chia, Ricky Chee-Jiun
Syed Azizi Wafa, Syed Khalid Wafa
Is the Hong Kong Stock Market Asymmetrical in Behavior?
description This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market.
format E-Article
author Liew, Venus Khim-Sen
Chia, Ricky Chee-Jiun
Syed Azizi Wafa, Syed Khalid Wafa
author_facet Liew, Venus Khim-Sen
Chia, Ricky Chee-Jiun
Syed Azizi Wafa, Syed Khalid Wafa
author_sort Liew, Venus Khim-Sen
title Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_short Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_full Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_fullStr Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_full_unstemmed Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_sort is the hong kong stock market asymmetrical in behavior?
publisher EconBiz
publishDate 2015
url http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf
http://ir.unimas.my/id/eprint/17989/
https://www.researchgate.net/publication/301548678
_version_ 1644512753804640256
score 13.211869

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