Stock market volatility in Malaysia sectoral indices during the general election
This study examines the effect of general election on the Malaysian stock market for the period of January 1994 to December 2015. The empirical model used in this study follows the Threshold GARCH model developed by Glosten et al. (1993), to investigate the stock returns and return volatility of the...
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia,
2019.
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| Online Access: | Get fulltext |