Firm level stock returns volatility in Malaysia: a sectoral study

This paper analyzes the level of stock returns volatility and identifies causal relationships across different economic sectors in Bursa Malaysia. We found dissimilarities of average stock returns volatility between sectors where firms in the Technology sector exhibit the highest stock returns volat...

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Bibliographic Details
Main Authors: Saizal Pinjaman, Sarma Aralas
Format: Conference or Workshop Item
Language:English
English
Published: 2017
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/33862/1/Firm%20level%20stock%20returns%20volatility%20in%20Malaysia_%20A%20sectoral%20study.pdf
https://eprints.ums.edu.my/id/eprint/33862/2/Firm%20level%20stock%20returns%20volatility%20in%20Malaysia_%20A%20sectoral%20study%20_ABSTRACT.pdf