Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect

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Main Authors: Guan Choo, Lim, Ahmad Anuar, Melati
Format: Article
Published: 2014
Subjects:
Online Access:http://eprints.utm.my/id/eprint/59809/
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spelling my.utm.598092022-02-20T07:26:50Z http://eprints.utm.my/id/eprint/59809/ Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect Guan Choo, Lim Ahmad Anuar, Melati HF Commerce 2014 Article PeerReviewed Guan Choo, Lim and Ahmad Anuar, Melati (2014) Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect. Doriana Journal, 48 (6). pp. 18-43. ISSN 0417-9927
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic HF Commerce
spellingShingle HF Commerce
Guan Choo, Lim
Ahmad Anuar, Melati
Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
format Article
author Guan Choo, Lim
Ahmad Anuar, Melati
author_facet Guan Choo, Lim
Ahmad Anuar, Melati
author_sort Guan Choo, Lim
title Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
title_short Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
title_full Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
title_fullStr Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
title_full_unstemmed Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
title_sort investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
publishDate 2014
url http://eprints.utm.my/id/eprint/59809/
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score 13.18916