Detection of Rational Speculative Bubbles in the Malaysian Stock Market

The general purpose of the study is to investigate the existence of rational speculative bubbles in the Malaysian stock market. A bubble is defined as the asset price movement that is unexplainable by the fundamental (Garber, 1990). Meanwhile, rational speculative bubbles can be defined as an att...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Mokhtar, Suraya Hanim
स्वरूप:	थीसिस
भाषा:	अंग्रेज़ी अंग्रेज़ी
प्रकाशित:	2006
विषय:	Stock Market Bubble, 1995-2000. Stock exchanges - Malaysia.
ऑनलाइन पहुंच:	http://psasir.upm.edu.my/id/eprint/6872/1/GSM_2006_1.pdf

समान संसाधन

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
द्वारा: Erfanian, Azadeh
प्रकाशित: (2015)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
द्वारा: Selamat, Zarehan
प्रकाशित: (2001)

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
द्वारा: Abdullah, Mahdhir
प्रकाशित: (2001)

Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
द्वारा: Tengku Mahmood, Tengku Farah Petri
प्रकाशित: (2010)

Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
द्वारा: Abdul Hamit, Ahmad Fauze
प्रकाशित: (2018)

Stock market and economic growth of Malaysia, Thailand and Indonesia
द्वारा: Hii Hie Ping
प्रकाशित: (2016)

Foreign ownership and the liquidity of Malaysian stocks
द्वारा: Thian, Tze Chung
प्रकाशित: (2012)

Effects of financial leverage on stock returns in Bursa Malaysia
द्वारा: Lau, Wei Theng
प्रकाशित: (2016)

Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
द्वारा: Sarmidi, Tamat
प्रकाशित: (1998)

Foreign ownership and the informational efficiency of Malaysian stocks
द्वारा: Chang, Kwok Boon
प्रकाशित: (2012)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
द्वारा: Md Nassir, Annuar
प्रकाशित: (1991)

Co-movement and performance of conventional and Islamic stock markets in selected countries
द्वारा: Sahabuddin, Mohammad
प्रकाशित: (2020)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
द्वारा: Zakaria, Azhar
प्रकाशित: (2006)

A network structural analysis of Malaysian stock market with edge density constraint
द्वारा: Lam, Shi Xiang
प्रकाशित: (2013)

Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
द्वारा: Pek, Thian Kor
प्रकाशित: (2001)

Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
द्वारा: Aru Bol, Victoria Samuel
प्रकाशित: (2001)

Efficiency of Malaysia stock index futures market
द्वारा: Ng, Chen Wai
प्रकाशित: (2005)

Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
द्वारा: Mohamad Anwar, Nazratul Aina
प्रकाशित: (2015)

A multidimensional study of weak-form efficiency for finance stocks in Malaysia
द्वारा: Kok, Sook Ching
प्रकाशित: (2017)

Overall Performance of Malaysian Futures Market: Evidence Using Crude Palm Oil and Stock Index Futures Contract
द्वारा: Chowdury, Taufiq Hassan Shah
प्रकाशित: (2001)

Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
द्वारा: Saizal Pinjaman
प्रकाशित: (2017)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
द्वारा: Choo, Wei Chong
प्रकाशित: (1998)

The determinants of stock market performance : a study in Malaysia / Muhammad Syazwan Malek
द्वारा: Malek, Muhammad Syazwan
प्रकाशित: (2013)

An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
द्वारा: Haniff, Mohd Nizal
प्रकाशित: (2000)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
द्वारा: Lye, Wing Fah
प्रकाशित: (2011)

January effect: the existence in Malaysia stock market / Muhamad Faiz Irwan Fadzil
द्वारा: Fadzil, Muhamad Faiz Irwan
प्रकाशित: (2013)

Stock liquidity and dividend payouts in the emerging markets
द्वारा: Bakri, Mohd Ashari
प्रकाशित: (2020)

Diversification of risk in Malaysian capital market analysis using composite and shariah market index performances
द्वारा: Shari, Aminah
प्रकाशित: (2021)

Intraday Analysis of the Malaysian Stock Index Futures Market
द्वारा: Lim, Chee Seong
प्रकाशित: (2004)

The Relevance of Gordon’s Dividend Valuation Model and Earnings Multiplier in Stock Valuation
द्वारा: Bujang, Imbarine
प्रकाशित: (2006)

Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
द्वारा: Hooy, Chee Wooi
प्रकाशित: (2002)

Effect of share price informativeness on share repurchases and share price efficiency
द्वारा: Chee, Chong Meng
प्रकाशित: (2020)

The Impact of Accounting Earnings Disclosures on Stock Prices in Malaysia: An Emerging Market
द्वारा: Cheng, Fan Fah
प्रकाशित: (2000)

Relative forecasting performance of stock return for real activity in emerging markets of ASEAN countries
द्वारा: Lim, Yin Ping
प्रकाशित: (2012)

The Evidence of Size Effect During Bull and Bear Markets
द्वारा: Mohd Yacob, Nathrah
प्रकाशित: (2006)

Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
द्वारा: Saeedi, Mitra
प्रकाशित: (2014)

Fuzzy time series and geometric brownian motion in forecasting stock prices in Bursa Malaysia / Nur Ezzati Dayana Mohd Ramli
द्वारा: Mohd Ramli, Nur Ezzati Dayana
प्रकाशित: (2020)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
द्वारा: Amin, Masoud Yousefi
प्रकाशित: (2011)

Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
द्वारा: Thuraisingham, Jeyanthi
प्रकाशित: (2001)

The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run Performance of IPOs
द्वारा: Tapa, Afiruddin
प्रकाशित: (2003)