Stock return reaction to unusual market activity announcement : evidence from the ace market in Malaysia

• 主要作者: Chen, Siong Yain
• 格式: Thesis
• 語言: English
• 出版: Universiti Malaysia Sarawak, (UNIMAS) 2015
• 主題: HB Economic Theory
• 在線閱讀: http://ir.unimas.my/id/eprint/10794/3/Chen%20Siong.pdf; http://ir.unimas.my/id/eprint/10794/

This study examines the effect of Unusual Market Activity (UMA) announcement on stock return in Malaysian market with a sample of 62 companies listed on the ACE market Bursa Malaysia for the period of 2007-2015. This study employs event study methodology. More specifically, it employs the market mo...