Long memory properties and asymmetric effects of emerging equity market: Evidence from Malaysia

Author： Manap Turkhan Ali Abdul Kassim Salina H.

ISSN： 1526-5943

Source： The Journal of Risk Finance Incorporating Balance Sheet, Vol.12, Iss.5, 2011-11, pp. : 356-370

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market

By Mabrouk Samir Aloui Chaker

International Journal of Financial Services Management, Vol. 4, Iss. 2, 2010-04 ,pp. : 77-94

Inderscience Publishers

Access to resources Recommend Favorite

The long memory of the forward premium during the 1920s’ float: evidence from the European foreign exchange market

By Choudhry Taufiq

The European Journal of Finance, Vol. 19, Iss. 10, 2013-11 ,pp. : 964-977

Routledge Ltd

Access to resources Recommend Favorite

Stock market regulation and news dissemination: evidence from an emerging market

By Farag Hisham Cressy Robert

The European Journal of Finance, Vol. 18, Iss. 3-4, 2012-04 ,pp. : 351-368

Routledge Ltd

Access to resources Recommend Favorite

Stock market and aggregate consumption asymmetry: evidence from Malaysia

By Ibrahim Mansor H. Habibullah Muzafar Shah

Studies in Economics and Finance, Vol. 27, Iss. 1, 2010-01 ,pp. : 19-29

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Seasoned Equity Issues in a Closely Held Market: Evidence from France

By Gajewski J-F.

European Finance Review, Vol. 6, Iss. 3, 2002-01 ,pp. : 291-319

Springer Publishing Company

Access to resources Recommend Favorite