Asymmetric and Lag Effects of Industry Risk Factors on the Malaysian Oil and Gas Stocks
This study examines asymmetric and the lag effects of oil price, gas price, and exchange rate on stock performance of the Malaysian oil and gas sub-industries. Using company-level data and multi factor asset pricing models, this study found that oil price, gas price, exchange rate, and common system...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2023-07-01
|
| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440231179444 |