The effect of goods and services tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia
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 Mann-Whitney U-Test are employed to analyse the market-adjusted ab...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UKM
2019
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| Online Access: | http://psasir.upm.edu.my/id/eprint/82402/1/The%20effect%20of%20goods%20and%20services%20tax%20%28GST%29%20imposition%20on%20stock%20market%20overreaction%20and%20trading%20volume%20in%20Malaysia%20and%20Australia.pdf |