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...
Saved in:
主要作者: | Lai, Poh Poh |
---|---|
格式: | Thesis |
語言: | eng eng eng eng |
出版: |
2020
|
主題: | |
在線閱讀: | 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 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Granger-couse effect on trading volume and stock return volatility: evidence from Malaysian ACE market
由: Maziah, Husin
出版: (2016) -
Determinants of Chinese Stock Market Returns
由: Wang, Fei
出版: (2012) -
The interdependence of Indonesia stock market against the
price volatility of G-20 countries’ stock market
由: Akwan, Itmamul
出版: (2020) -
Effects of exchange rate volatility and interest rate variability on stock returns of commercial banks in Nigeria
由: Oboni, Onakpa Abel
出版: (2019) -
An investigation of intraday returns on the KLSE stocks /
由: Wong, Weng Yam
出版: (1995)