Firm level stock returns volatility in Malaysia: a sectoral study

• Main Authors: Saizal Pinjaman, Sarma Aralas
• Format: Conference or Workshop Item
• Language: English; English
• Published: 2017
• Subjects: HG4501-6051 Investment, capital formation, speculation
• Online Access: https://eprints.ums.edu.my/id/eprint/33862/1/Firm%20level%20stock%20returns%20volatility%20in%20Malaysia_%20A%20sectoral%20study.pdf; https://eprints.ums.edu.my/id/eprint/33862/2/Firm%20level%20stock%20returns%20volatility%20in%20Malaysia_%20A%20sectoral%20study%20_ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/33862/; https://www.ums.edu.my/fpep/files/Saizal.pdf

This paper analyzes the level of stock returns volatility and identifies causal relationships across different economic sectors in Bursa Malaysia. We found dissimilarities of average stock returns volatility between sectors where firms in the Technology sector exhibit the highest stock returns volat...