Intraday price discovery in the KLCI markets and the impacts of MCO3.0

Purpose: This study examines the price discovery process among the FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) and its two derivatives—the FTSE Bursa Malaysia KLCI Futures (FKLI) and the FTSE Bursa Malaysia KLCI Exchange-Traded Fund (ETF)— during the Movement Control Order (MCO) 3.0 whic...

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Bibliographic Details

Main Authors:	Jude W. Taunson, Norhamiza Ishak, Minah Japang, Abdul Kamal Bin Char
Format:	Article
Language:	en
Published:	Universal Publishers 2024
Subjects:	HG1-9999 Finance HG4501-6051 Investment, capital formation, speculation
Online Access:	https://eprints.ums.edu.my/id/eprint/43513/1/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/43513/
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