Effects of insider trading on market efficiency and volatility in Bursa Malaysia
The general objective of this study is to investigate evidence for strong-form informational efficiency of Bursa Malaysia. It provides evidence for whether outside investors can use information about insider transactions to earn abnormal profits. Additionally, the study attempts to establish evidenc...
| Auteur principal: | Lye, Wing Fah |
|---|---|
| Format: | Thèse |
| Langue: | anglais |
| Publié: |
2011
|
| Sujets: | |
| Accès en ligne: | http://psasir.upm.edu.my/id/eprint/39662/1/FEP%202011%2023R.pdf |
Documents similaires
January effect: the existence in Malaysia stock market /
Muhamad Faiz Irwan Fadzil
par: Fadzil, Muhamad Faiz Irwan
Publié: (2013)
par: Fadzil, Muhamad Faiz Irwan
Publié: (2013)
Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
par: Abdul Hamit, Ahmad Fauze
Publié: (2018)
par: Abdul Hamit, Ahmad Fauze
Publié: (2018)
Factors influencing the rate of returns on initial public offerings a study on : KLSE’s second board / Rashdan Saferan Saat
par: Saat, Rashdan Saferan
Publié: (1994)
par: Saat, Rashdan Saferan
Publié: (1994)
Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
par: Erfanian, Azadeh
Publié: (2015)
par: Erfanian, Azadeh
Publié: (2015)
The determinants of stock market performance : a study in Malaysia / Muhammad Syazwan Malek
par: Malek, Muhammad Syazwan
Publié: (2013)
par: Malek, Muhammad Syazwan
Publié: (2013)
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
par: Md Nassir, Annuar
Publié: (1991)
par: Md Nassir, Annuar
Publié: (1991)
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
par: Mokhtar, Suraya Hanim
Publié: (2006)
par: Mokhtar, Suraya Hanim
Publié: (2006)
Effects of financial leverage on stock returns in Bursa Malaysia
par: Lau, Wei Theng
Publié: (2016)
par: Lau, Wei Theng
Publié: (2016)
Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
par: Tengku Mahmood, Tengku Farah Petri
Publié: (2010)
par: Tengku Mahmood, Tengku Farah Petri
Publié: (2010)
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
par: Abdullah, Mahdhir
Publié: (2001)
par: Abdullah, Mahdhir
Publié: (2001)
Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
par: Amin, Masoud Yousefi
Publié: (2011)
par: Amin, Masoud Yousefi
Publié: (2011)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
par: Selamat, Zarehan
Publié: (2001)
par: Selamat, Zarehan
Publié: (2001)
Efficiency of Malaysia stock index futures market
par: Ng, Chen Wai
Publié: (2005)
par: Ng, Chen Wai
Publié: (2005)
The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
par: Niaz Ahmad, Mohd Naseem
Publié: (2007)
par: Niaz Ahmad, Mohd Naseem
Publié: (2007)
Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
par: Saeedi, Mitra
Publié: (2014)
par: Saeedi, Mitra
Publié: (2014)
The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run
Performance of IPOs
par: Tapa, Afiruddin
Publié: (2003)
par: Tapa, Afiruddin
Publié: (2003)
Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
par: Choo, Wei Chong
Publié: (1998)
par: Choo, Wei Chong
Publié: (1998)
Effect of exchange rate changes on trade balance and domestic production in Malaysia
par: Kamaluddin, Farween
Publié: (2020)
par: Kamaluddin, Farween
Publié: (2020)
Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
par: Saizal Pinjaman
Publié: (2017)
par: Saizal Pinjaman
Publié: (2017)
Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
par: Pek, Thian Kor
Publié: (2001)
par: Pek, Thian Kor
Publié: (2001)
Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
par: Mohamad Anwar, Nazratul Aina
Publié: (2015)
par: Mohamad Anwar, Nazratul Aina
Publié: (2015)
Diversification of risk in Malaysian capital market analysis using composite and shariah market index performances
par: Shari, Aminah
Publié: (2021)
par: Shari, Aminah
Publié: (2021)
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
par: Aru Bol, Victoria Samuel
Publié: (2001)
par: Aru Bol, Victoria Samuel
Publié: (2001)
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
par: Zakaria, Azhar
Publié: (2006)
par: Zakaria, Azhar
Publié: (2006)
The Evidence of Size Effect During Bull and Bear Markets
par: Mohd Yacob, Nathrah
Publié: (2006)
par: Mohd Yacob, Nathrah
Publié: (2006)
Foreign ownership and the informational efficiency of Malaysian stocks
par: Chang, Kwok Boon
Publié: (2012)
par: Chang, Kwok Boon
Publié: (2012)
Stock market and economic growth of Malaysia, Thailand and Indonesia
par: Hii Hie Ping
Publié: (2016)
par: Hii Hie Ping
Publié: (2016)
Overall Performance of Malaysian Futures Market: Evidence Using Crude Palm Oil and Stock Index Futures Contract
par: Chowdury, Taufiq Hassan Shah
Publié: (2001)
par: Chowdury, Taufiq Hassan Shah
Publié: (2001)
An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
par: Haniff, Mohd Nizal
Publié: (2000)
par: Haniff, Mohd Nizal
Publié: (2000)
A multidimensional study of weak-form efficiency for finance stocks in Malaysia
par: Kok, Sook Ching
Publié: (2017)
par: Kok, Sook Ching
Publié: (2017)
A network structural analysis of Malaysian stock market with edge density constraint
par: Lam, Shi Xiang
Publié: (2013)
par: Lam, Shi Xiang
Publié: (2013)
Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
par: Sarmidi, Tamat
Publié: (1998)
par: Sarmidi, Tamat
Publié: (1998)
Co-movement and performance of conventional and Islamic stock markets in selected countries
par: Sahabuddin, Mohammad
Publié: (2020)
par: Sahabuddin, Mohammad
Publié: (2020)
Trade liberalization impacts on labor market in Iran
par: Mahmoudi, Abdollah
Publié: (2011)
par: Mahmoudi, Abdollah
Publié: (2011)
Effect of share price informativeness on share repurchases and share price efficiency
par: Chee, Chong Meng
Publié: (2020)
par: Chee, Chong Meng
Publié: (2020)
The Impact of Accounting Earnings Disclosures on Stock Prices in Malaysia: An Emerging Market
par: Cheng, Fan Fah
Publié: (2000)
par: Cheng, Fan Fah
Publié: (2000)
Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market
par: Liu, Min
Publié: (2021)
par: Liu, Min
Publié: (2021)
Impact of free trade agreements and anti-dumping on Malaysian trade flows
par: Said, Rashidi
Publié: (2018)
par: Said, Rashidi
Publié: (2018)
Foreign ownership and the liquidity of Malaysian stocks
par: Thian, Tze Chung
Publié: (2012)
par: Thian, Tze Chung
Publié: (2012)
Effect of Percolation on the Water Use Efficiency of Paddy Crop
par: Jantan, Ramlee
Publié: (1992)
par: Jantan, Ramlee
Publié: (1992)
Documents similaires
-
January effect: the existence in Malaysia stock market /
Muhamad Faiz Irwan Fadzil
par: Fadzil, Muhamad Faiz Irwan
Publié: (2013) -
Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
par: Abdul Hamit, Ahmad Fauze
Publié: (2018) -
Factors influencing the rate of returns on initial public offerings a study on : KLSE’s second board / Rashdan Saferan Saat
par: Saat, Rashdan Saferan
Publié: (1994) -
Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
par: Erfanian, Azadeh
Publié: (2015) -
The determinants of stock market performance : a study in Malaysia / Muhammad Syazwan Malek
par: Malek, Muhammad Syazwan
Publié: (2013)