The effect of Goods and Services Tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia

The effect of Goods and Services Tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia

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This paper investigates the GST imposition effect on stock overreaction and trading volume in Bursa Malaysia and Australian Securities Exchange (ASX). To evaluate the stock overreaction, t-test, Wilcoxon Signed-Rank Test and MannWhitney U-Test are employed to analyse the market-adjusted abnormal ret...

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Bibliographic Details
Main Authors: Lee, Yok Yong, Mohamed Hisham Yahya, A.N. Bany-Ariffin, Aslam Izah Selamat
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:http://journalarticle.ukm.my/14531/1/20535-104471-2-PB.pdf

Internet

http://journalarticle.ukm.my/14531/1/20535-104471-2-PB.pdf

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