The effect of GST announcement on stock market volatility: evidence from intraday data
Purpose – The purpose of this paper is to examine the effect of GST announcements (pre and post) on Malaysian stock market index. This study also utilised intraday data to look into intraday market volatility post-GST announcement. Design/methodology/approach – Both daily closing prices and intra...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English English |
| Published: |
Emerald
2019
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/68819/1/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_article.pdf http://irep.iium.edu.my/68819/2/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_scopus.pdf http://irep.iium.edu.my/68819/3/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_wos.pdf http://irep.iium.edu.my/68819/ https://www.emeraldinsight.com/doi/full/10.1108/JAMR-11-2017-0102 |
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http://irep.iium.edu.my/68819/1/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_article.pdfhttp://irep.iium.edu.my/68819/2/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_scopus.pdf
http://irep.iium.edu.my/68819/3/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_wos.pdf
http://irep.iium.edu.my/68819/
https://www.emeraldinsight.com/doi/full/10.1108/JAMR-11-2017-0102