The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin

In this paper the impact of the increased Kuala Lumpur Stock Exchange trading hours on market index and trading volume is examined. Trading hours were increased on 22 July 1992 from 10.00am - 4.00pm to 9.30am - 5.00pm. Volume traded and market index increased on the day the trading hours were extend...

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Main Author: Kamaruddin, Azmah
Format: Student Project
Language:English
Published: 1995
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/95364/1/95364.pdf
https://ir.uitm.edu.my/id/eprint/95364/
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spelling my.uitm.ir.953642024-05-24T03:36:42Z https://ir.uitm.edu.my/id/eprint/95364/ The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin Kamaruddin, Azmah Kuala Lumpur. KLSE In this paper the impact of the increased Kuala Lumpur Stock Exchange trading hours on market index and trading volume is examined. Trading hours were increased on 22 July 1992 from 10.00am - 4.00pm to 9.30am - 5.00pm. Volume traded and market index increased on the day the trading hours were extended. This is consistent with extended trading hours, increased the transmission of information into market prices. The relationship between volume and market index is also examined. The results show that there exist positive relationship between volume and market index. 1995 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/95364/1/95364.pdf The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin. (1995) [Student Project] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Kuala Lumpur. KLSE
spellingShingle Kuala Lumpur. KLSE
Kamaruddin, Azmah
The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
description In this paper the impact of the increased Kuala Lumpur Stock Exchange trading hours on market index and trading volume is examined. Trading hours were increased on 22 July 1992 from 10.00am - 4.00pm to 9.30am - 5.00pm. Volume traded and market index increased on the day the trading hours were extended. This is consistent with extended trading hours, increased the transmission of information into market prices. The relationship between volume and market index is also examined. The results show that there exist positive relationship between volume and market index.
format Student Project
author Kamaruddin, Azmah
author_facet Kamaruddin, Azmah
author_sort Kamaruddin, Azmah
title The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
title_short The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
title_full The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
title_fullStr The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
title_full_unstemmed The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin
title_sort impact of extended klse trading hours on market volatility / azmah kamaruddin
publishDate 1995
url https://ir.uitm.edu.my/id/eprint/95364/1/95364.pdf
https://ir.uitm.edu.my/id/eprint/95364/
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score 13.209306