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...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2017
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| 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 |