Stock returns and volatility: an empirical study of Malaysian stock market
This paper investigates the time-series behavior of stock returns for Malaysia stock market. A weekly sample for Kuala Lumpur Composite Index from January 1977 'to February 2007 and sample for EMAS from April 1992 to June 2006 from Malaysia is examined. In most studies, higher average returns a...
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| Format: | Thesis |
| Language: | English English |
| Published: |
2007
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| Online Access: | https://eprints.ums.edu.my/id/eprint/43573/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/43573/2/FULLTEXT..pdf https://eprints.ums.edu.my/id/eprint/43573/ |
| Abstract | Abstract here |