Intraday return, volatility and optimal time to invest in Malaysia stock market
This study examining whether two distinct U-shape patterns exist in Malaysia stock market and what is the optimal time to invest in Malaysia market, study period from 2 January 2020 to 30 June 2020. The average return for KLSE Composite Index formed a U-shape pattern in the morning session and inver...
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| Format: | Thesis |
| Language: | en en en en |
| Published: |
2020
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| Online Access: | https://etd.uum.edu.my/10347/1/deposittpermission-not%20allow_s823600.pdf https://etd.uum.edu.my/10347/2/s823600_01.pdf https://etd.uum.edu.my/10347/3/s823600_02.pdf https://etd.uum.edu.my/10347/4/references_s823600.docx https://etd.uum.edu.my/10347/ |
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| _version_ | 1834411720786837504 |
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| author | Lai, Poh Poh |
| author_facet | Lai, Poh Poh |
| author_sort | Lai, Poh Poh |
| building | UUM Library |
| collection | Institutional Repository |
| content_provider | Universiti Utara Malaysia |
| content_source | UUM Electronic Theses |
| continent | Asia |
| country | Malaysia |
| description | This study examining whether two distinct U-shape patterns exist in Malaysia stock market and what is the optimal time to invest in Malaysia market, study period from 2 January 2020 to 30 June 2020. The average return for KLSE Composite Index formed a U-shape pattern in the morning session and inverted U in the afternoon session. However, these shape does not exist in the individual stocks. While study the intraday volatility, it is observed there are two distinct U-shape patterns appeared in the Malaysia stock market but regression not able to reinforce the presence of the pattern. Similarly, volatility for individual stocks shown a L shape pattern. Lastly, optimal time to invest in the stock is constructed. The optimal time suggested can help the investor in making their investment decision |
| format | Thesis |
| id | my.uum.etd-10347 |
| institution | Universiti Utara Malaysia |
| language | en en en en |
| publishDate | 2020 |
| record_format | eprints |
| spelling | my.uum.etd-103472023-03-01T04:12:39Z https://etd.uum.edu.my/10347/ Intraday return, volatility and optimal time to invest in Malaysia stock market Lai, Poh Poh HG Finance This study examining whether two distinct U-shape patterns exist in Malaysia stock market and what is the optimal time to invest in Malaysia market, study period from 2 January 2020 to 30 June 2020. The average return for KLSE Composite Index formed a U-shape pattern in the morning session and inverted U in the afternoon session. However, these shape does not exist in the individual stocks. While study the intraday volatility, it is observed there are two distinct U-shape patterns appeared in the Malaysia stock market but regression not able to reinforce the presence of the pattern. Similarly, volatility for individual stocks shown a L shape pattern. Lastly, optimal time to invest in the stock is constructed. The optimal time suggested can help the investor in making their investment decision 2020 Thesis NonPeerReviewed text en https://etd.uum.edu.my/10347/1/deposittpermission-not%20allow_s823600.pdf text en https://etd.uum.edu.my/10347/2/s823600_01.pdf text en https://etd.uum.edu.my/10347/3/s823600_02.pdf text en https://etd.uum.edu.my/10347/4/references_s823600.docx Lai, Poh Poh (2020) Intraday return, volatility and optimal time to invest in Malaysia stock market. Masters thesis, Universiti Utara Malaysia. |
| spellingShingle | HG Finance Lai, Poh Poh Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title | Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title_full | Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title_fullStr | Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title_full_unstemmed | Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title_short | Intraday return, volatility and optimal time to invest in Malaysia stock market |
| title_sort | intraday return, volatility and optimal time to invest in malaysia stock market |
| topic | HG Finance |
| url | https://etd.uum.edu.my/10347/1/deposittpermission-not%20allow_s823600.pdf https://etd.uum.edu.my/10347/2/s823600_01.pdf https://etd.uum.edu.my/10347/3/s823600_02.pdf https://etd.uum.edu.my/10347/4/references_s823600.docx https://etd.uum.edu.my/10347/ |
| url_provider | http://etd.uum.edu.my/ |