Information asymmetry, trading volume and returns in the Malaysian stock market

This paper examines investors’ motive to trade on the Malaysian stock market from 1st July 1997 to 30th June 2005. By applying ordinary least square (OLS) to 272 stocks as well as in three size groups, both the time series and cross-sectional results indicate that speculation on firm specific asym...

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Bibliographic Details
Main Authors: Chue, Wen Yeen, Lai, Ming Ming
Format: Conference or Workshop Item
Language:English
Published: 2007
Subjects:
Online Access:http://repo.uum.edu.my/2401/1/Chue_Wen_Yeen.pdf
http://repo.uum.edu.my/2401/
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