Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
Saved in:
Main Authors: | Guan Choo, Lim, Ahmad Anuar, Melati |
---|---|
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://eprints.utm.my/id/eprint/59809/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Lagged macroeconomic variables sensitivity of firm stock returns on an emerging stock market
by: Ahmad Anuar, Melati, et al.
Published: (2014) -
Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market
by: Khan, Faisal
Published: (2014) -
The Linkages Between
Stock Return And Macroeconomic Variables
In Malaysia
by: Phang, Chee Kong
Published: (2006) -
Oil price volatility and macroeconomic factors influence stock market return: A study in Malaysia
by: Chen, Si Ying, et al.
Published: (2014) -
Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
by: Saizal Pinjaman
Published: (2017)