Investigation into the impact of governance quality on stock price momentum in international stock markets

Momentum returns are considered an anomaly in the finance literature as their existence cannot be explained by the asset pricing paradigm. This study attempts to shed more light into this anomaly by investigating into the existence and the determinants of momentum returns for a sample of 40 countrie...

Full description

Bibliographic Details
Main Author:	Imran, Zulfiqar Ali
Format:	Thesis
Language:	English English English English
Published:	2020
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/10404/1/depositpermission-not%20allow_s902675.pdf https://etd.uum.edu.my/10404/2/s902675_01.pdf https://etd.uum.edu.my/10404/3/s902675_02.pdf https://etd.uum.edu.my/10404/4/references_s902675.docx https://etd.uum.edu.my/10404/
Abstract	Abstract here

Similar Items

The interdependence of Indonesia stock market against the price volatility of G-20 countries’ stock market
by: Akwan, Itmamul
Published: (2020)

The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)

The comovement of the selective ASEAN stock markets: is there any impact on Malaysian stock market?
by: Nurul Ezzati, Ahmad Yani
Published: (2016)

The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)

Evaluating the impact of inflation on stock market in China
by: Dengke, Li
Published: (2015)

The Stocks Market Overreaction On The Kuala Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000)

Stock market reaction towards change of Malaysian government
by: Mohamad Annawi, Anuar
Published: (2021)

The Determinants of the Variability of Stock Prices - Japanese Evidence
by: Tarazi, Ramzi E. N.
Published: (2011)

Determinants of Malaysian environmental, Social and Governance (ESG) stock market index
by: Mohammad Affiq, Saini
Published: (2020)

Seasonality in stock returns : the Malaysian phenomenon from 1976 to 1996 : in comparison with selected international stock markets / Beh Teng Soon
by: Beh, Teng Soon
Published: (1997)

The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
by: Manggleshwary, Muniandy
Published: (2021)

The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
by: Mohammed, Mohammed Ahmed
Published: (2014)

Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)

Determinants of stock price volatility in Jordanian industrial firms
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)

Impact of Country-Level Institutional Quality, Sponsors Ownership and Price Mechanism on Ipo Initial Return in Pakistan Stock Exchange
by: Mehmood, Waqas
Published: (2022)

The impact of Covid-19 on stock market performance: Evidence from Malaysia
by: Shahiran, Muhamad Fitri
Published: (2021)

The determinants of Malaysian stock market performance
by: Nur Sofina, Johan Shahain
Published: (2014)

Determinants of Chinese Stock Market Returns
by: Wang, Fei
Published: (2012)

Integration Analysis of the Malaysian Stock Market
by: Chan, Sok Gee
Published: (2004)

The determinants of Malaysian stock market development
by: Norsyuhada, Zaharuddin
Published: (2017)

Speculative Influences In Stock Market : A Case Study Of Kuala Lumpur Stock Exchange
by: Rahana, Abdul Rahman
Published: (2002)

The Effects of Interest Rate Changes on Stock Prices of Banks in China
by: Xu, Shijia
Published: (2011)

Effectiveness of Candlestick Charting in Malaysian Stock Market
by: Chin, Chee Ling
Published: (2017)

Macroeconomic determinants of stock market performance in Malaysia
by: Hashim, Haslyza
Published: (2021)

The impact of dividend policy on stock price volatility based on "bird-in-hand" theory: evidence from Malaysia
by: Qamar, Rabia
Published: (2019)

The impact of exchange rate regime and monetary variables on the stability of the capital market. An empirical analysis in the stock market
by: Sia, Yiik Jing
Published: (2016)

Is Technical Analysis Profitable and Capable for Stock Price Prediction in Bursa Malaysia?
by: Lee, Kelvin Yong Ming
Published: (2016)

The Interrelationship between Exchange Rates and Stock Prices: Evidence from China
by: Biao, Liu Dong
Published: (2009)

Empirical study on the effect of financial performance on bank stock prices in Malaysia
by: Raisa, Carissa Aulia
Published: (2025)

Malaysia stock price reaction to company's name change: analysis and evidence
by: Lavenyaa, Tharmamurthy
Published: (2021)

The impact of macroeconomic factors on the emerging stock markets performance: evidence from selected countries
by: Hu, Sizhe
Published: (2018)

The determinants of share prices performance of insurance companies listed in the Pakistan stock exchange (psx)
by: Khan, Ali Burhan
Published: (2020)

Monetary Policy, Inflation Rate, and Stock Market in Malaysia
by: Yeap, Sin Yean
Published: (2004)

Investment propensity among Malaysian youth in the stock market
by: Noor Aiza Natasha, Yob
Published: (2022)

Testing for cointegration with threshold effect between stock prices and exchange rate in Malaysia
by: Evoon, Vivienne Voon
Published: (2011)

Testing market efficiency in Malaysia's large, medium and small stock market indices
by: Heng, Cheat Yee
Published: (2020)

Constructing Stock Market Performance Index and Identifying Its Determinants
by: Kelvin, Lee Yong Ming
Published: (2021)

Accounting Information and Its Importance to Investors in the Libyan Stock Market
by: Rjaa Mohamed, H. Faraj
Published: (2017)

Stock Market Reaction to Dividend Announcement in Indonesian Listed Companies
by: Dewi, Cynthia Sari
Published: (2011)

Does relationship exist between exchange rates and stock prices: evidence from Malaysia?
by: Ng, Brendan Loi Phu
Published: (2011)