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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2020
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my-uum-etd.103472023-03-01T04:12:39Z Intraday return, volatility and optimal time to invest in Malaysia stock market 2020 Lai, Poh Poh Tapa, Afiruddin School of Economics, Finance & Banking School of Economics, Finance & Banking 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 https://etd.uum.edu.my/10347/ https://etd.uum.edu.my/10347/1/deposittpermission-not%20allow_s823600.pdf text eng staffonly https://etd.uum.edu.my/10347/2/s823600_01.pdf text eng 2023-09-02 staffonly https://etd.uum.edu.my/10347/3/s823600_02.pdf text eng staffonly https://etd.uum.edu.my/10347/4/references_s823600.docx text eng public other masters Universiti Utara Malaysia |
| institution |
Universiti Utara Malaysia |
| collection |
UUM ETD |
| language |
eng eng eng eng |
| advisor |
Tapa, Afiruddin |
| topic |
HG Finance |
| spellingShingle |
HG Finance Lai, Poh Poh Intraday return, volatility and optimal time to invest in Malaysia stock market |
| 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 |
| qualification_name |
other |
| qualification_level |
Master's degree |
| author |
Lai, Poh Poh |
| author_facet |
Lai, Poh Poh |
| author_sort |
Lai, Poh Poh |
| title |
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_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_sort |
intraday return, volatility and optimal time to invest in malaysia stock market |
| granting_institution |
Universiti Utara Malaysia |
| granting_department |
School of Economics, Finance & Banking |
| publishDate |
2020 |
| 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 |
| _version_ |
1776103796732067840 |