Do non-pharmaceutical policies in response to COVID-19 affect stock performance? Evidence from Malaysia stock market return and volatility

This paper examines the impact of non-pharmaceutical intervention by government on stock market return as well as volatility. Using daily Malaysian equity data from January 28, 2020 to May 31, 2022, the regression analysis with bootstrapping technique reveals that the government’s response in combat...

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Bibliographic Details
Main Authors: Racquel Rowland, Ricky Chee Jiun Chia, Venus Khim-Sen Liew
Format: Article
Language:English
English
Published: Plos One 2022
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/36818/1/ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/36818/2/FULL%20TEXT.pdf
https://eprints.ums.edu.my/id/eprint/36818/
https://doi.org/10.1371/journal.pone.0277252
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