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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Main Author:	Lai, Poh Poh
Format:	Thesis
Language:	eng eng eng eng
Published:	2020
Subjects:	HG Finance
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
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id	my-uum-etd.10347
record_format	uketd_dc
spelling	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

Intraday return, volatility and optimal time to invest in Malaysia stock market

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