Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect
| Main Authors: | , |
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| Format: | Article |
| Published: |
2014
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| _version_ | 1796860784928620544 |
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| author | Guan Choo, Lim Ahmad Anuar, Melati |
| author_facet | Guan Choo, Lim Ahmad Anuar, Melati |
| author_sort | Guan Choo, Lim |
| collection | ePrints |
| first_indexed | 2024-03-05T19:46:29Z |
| format | Article |
| id | utm.eprints-59809 |
| institution | Universiti Teknologi Malaysia - ePrints |
| last_indexed | 2024-03-05T19:46:29Z |
| publishDate | 2014 |
| record_format | dspace |
| spelling | utm.eprints-598092022-02-20T07:26:50Z http://eprints.utm.my/59809/ Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect Guan Choo, Lim Ahmad Anuar, Melati HF Commerce 2014 Article PeerReviewed Guan Choo, Lim and Ahmad Anuar, Melati (2014) Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect. Doriana Journal, 48 (6). pp. 18-43. ISSN 0417-9927 |
| spellingShingle | HF Commerce Guan Choo, Lim Ahmad Anuar, Melati Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title | Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title_full | Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title_fullStr | Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title_full_unstemmed | Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title_short | Investigating various volatility dynamics, pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| title_sort | investigating various volatility dynamics pricing of risk and macroeconomic sensitivity of stock returns in the presence of firm nature of business effect |
| topic | HF Commerce |
| work_keys_str_mv | AT guanchoolim investigatingvariousvolatilitydynamicspricingofriskandmacroeconomicsensitivityofstockreturnsinthepresenceoffirmnatureofbusinesseffect AT ahmadanuarmelati investigatingvariousvolatilitydynamicspricingofriskandmacroeconomicsensitivityofstockreturnsinthepresenceoffirmnatureofbusinesseffect |