Matches in SemOpenAlex for { <https://semopenalex.org/work/W75221326> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W75221326 abstract "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 appear to be associated with a higher level of volatility. The GARCH(1,1) is used to analyze the relationship between returns and volatility on the Kuala Lumpur Composite Index and EMAS. The evidence shows that the volatility Malaysia stock market is highly persistent. Further analysis the relationship between unexpected return shock and volatility by using TARCH(1,1) and EGARCH(1,1). The result indicates that TARCH(1,1) is no asymmetric effect. However, when using EGARCH(1,1) there are asymmetric effect but not significant." @default.
- W75221326 created "2016-06-24" @default.
- W75221326 creator A5079621401 @default.
- W75221326 date "2007-01-01" @default.
- W75221326 modified "2023-09-27" @default.
- W75221326 title "Stock returns and volatility: An Empirical study of Malaysianstock market" @default.
- W75221326 hasPublicationYear "2007" @default.
- W75221326 type Work @default.
- W75221326 sameAs 75221326 @default.
- W75221326 citedByCount "0" @default.
- W75221326 crossrefType "dissertation" @default.
- W75221326 hasAuthorship W75221326A5079621401 @default.
- W75221326 hasConcept C10138342 @default.
- W75221326 hasConcept C106159729 @default.
- W75221326 hasConcept C144133560 @default.
- W75221326 hasConcept C149782125 @default.
- W75221326 hasConcept C162324750 @default.
- W75221326 hasConcept C162853370 @default.
- W75221326 hasConcept C166957645 @default.
- W75221326 hasConcept C200870193 @default.
- W75221326 hasConcept C204036174 @default.
- W75221326 hasConcept C205649164 @default.
- W75221326 hasConcept C23922673 @default.
- W75221326 hasConcept C2778098375 @default.
- W75221326 hasConcept C2779343474 @default.
- W75221326 hasConcept C2780299701 @default.
- W75221326 hasConcept C2992405062 @default.
- W75221326 hasConcept C3018591125 @default.
- W75221326 hasConcept C556758197 @default.
- W75221326 hasConcept C88389905 @default.
- W75221326 hasConcept C91602232 @default.
- W75221326 hasConceptScore W75221326C10138342 @default.
- W75221326 hasConceptScore W75221326C106159729 @default.
- W75221326 hasConceptScore W75221326C144133560 @default.
- W75221326 hasConceptScore W75221326C149782125 @default.
- W75221326 hasConceptScore W75221326C162324750 @default.
- W75221326 hasConceptScore W75221326C162853370 @default.
- W75221326 hasConceptScore W75221326C166957645 @default.
- W75221326 hasConceptScore W75221326C200870193 @default.
- W75221326 hasConceptScore W75221326C204036174 @default.
- W75221326 hasConceptScore W75221326C205649164 @default.
- W75221326 hasConceptScore W75221326C23922673 @default.
- W75221326 hasConceptScore W75221326C2778098375 @default.
- W75221326 hasConceptScore W75221326C2779343474 @default.
- W75221326 hasConceptScore W75221326C2780299701 @default.
- W75221326 hasConceptScore W75221326C2992405062 @default.
- W75221326 hasConceptScore W75221326C3018591125 @default.
- W75221326 hasConceptScore W75221326C556758197 @default.
- W75221326 hasConceptScore W75221326C88389905 @default.
- W75221326 hasConceptScore W75221326C91602232 @default.
- W75221326 hasLocation W752213261 @default.
- W75221326 hasOpenAccess W75221326 @default.
- W75221326 hasPrimaryLocation W752213261 @default.
- W75221326 hasRelatedWork W1143154514 @default.
- W75221326 hasRelatedWork W1502060207 @default.
- W75221326 hasRelatedWork W1963830889 @default.
- W75221326 hasRelatedWork W2020739721 @default.
- W75221326 hasRelatedWork W2081608640 @default.
- W75221326 hasRelatedWork W2082265121 @default.
- W75221326 hasRelatedWork W2122554451 @default.
- W75221326 hasRelatedWork W2217530352 @default.
- W75221326 hasRelatedWork W2229638160 @default.
- W75221326 hasRelatedWork W2242231676 @default.
- W75221326 hasRelatedWork W2251695159 @default.
- W75221326 hasRelatedWork W2272571751 @default.
- W75221326 hasRelatedWork W2354474121 @default.
- W75221326 hasRelatedWork W2363832305 @default.
- W75221326 hasRelatedWork W2377164442 @default.
- W75221326 hasRelatedWork W2984184941 @default.
- W75221326 hasRelatedWork W3137365559 @default.
- W75221326 hasRelatedWork W854967921 @default.
- W75221326 hasRelatedWork W2468574200 @default.
- W75221326 hasRelatedWork W3123640487 @default.
- W75221326 isParatext "false" @default.
- W75221326 isRetracted "false" @default.
- W75221326 magId "75221326" @default.
- W75221326 workType "dissertation" @default.