Wan Mansor Mahmood

Universiti Teknologi MARA (UiTM)

Sura Hujung

Dungun, Terengganu 23000

Malaysia

http://www.tganu.uitm.edu.my/

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 21,176

SSRN RANKINGS

Top 21,176

in Total Papers Downloads

2,300

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (17)

1.

Stock Returns and Macroeconomic Influences: Evidence from the Six Asian-Pacific Countries

Financial Economics and Futures Market Research Paper
Number of pages: 21 Posted: 25 Jun 2007
Wan Mansor Mahmood and Nazihah Mohd Dinniah
Universiti Teknologi MARA (UiTM) and Futures Market Research Group
Downloads 1,114 (18,884)
Citation 2

Abstract:

Loading...

Stock returns, Macroeconomic Influences, Asian-Pacific Countries

2.

Volatility of Stock Index and Exchange Rates in Malaysia during Economic Crisis

Number of pages: 19 Posted: 17 Apr 2007
Roshaizam Mohamad and Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM) and Universiti Teknologi MARA (UiTM)
Downloads 532 (52,431)

Abstract:

Loading...

Volatility, exchange rate, stock index

3.

Returns and Volatility Spillovers in the Currency Futures Markets: The Case of the German Mark and the Japanese Yen

Number of pages: 22 Posted: 19 Apr 2007
Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM)
Downloads 215 (144,884)

Abstract:

Loading...

Currency futures, return, volatility, spillover

4.

Is Stock Price Indices Interdependence? Evidence from the Kuala Lumpur Stock Exchange

Number of pages: 23 Posted: 19 Apr 2007
Wan Mansor Mahmood and Noor Shahida Mat Zain
Universiti Teknologi MARA (UiTM) and Universiti Teknologi MARA (UiTM)
Downloads 188 (164,175)

Abstract:

Loading...

Stock indices, cointegration, error correction model, Kuala Lumpur stock exchange.

5.

The Banks Daily Stock Returns Volatility and the Information Role of Trading Volume: Evidence from the Kuala Lumpur Stock Markets

Number of pages: 18 Posted: 18 Apr 2007
Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM)
Downloads 137 (214,975)

Abstract:

Loading...

Bank stock returns, volatility, trading volume, GARCH

6.

Nonlinear Dependence and Conditional Heteroscedasticity: A Notes from Malaysian Daily Stock Returns

Number of pages: 18 Posted: 18 Apr 2007
Wan Mansor Mahmood and Ioannis Asimakopoulos
Universiti Teknologi MARA (UiTM) and University of Wales, Bangor
Downloads 114 (247,151)

Abstract:

Loading...

Returns, volatility, nonlinear dependence, conditional heterocedasticity

7.

A Quest for Small-Firm Effect: Evidence from KLSE Second Board

The IUP Journal of Financial Economics, Vol. IX, No. 3, September 2011, pp. 28-39
Posted: 06 Jul 2012
Wan Mansor Mahmood, Abdul Razak Bin Abdul Hadi and Jaafar Pyeman
Universiti Teknologi MARA (UiTM), Universiti Kuala Lumpur and Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

8.

Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis

ICFAI Journal of Applied Economics, Vol. 6, No. 5, 2007
Posted: 29 Mar 2007
Wan Mansor Mahmood and Marlinda Ali
Universiti Teknologi MARA (UiTM) and affiliation not provided to SSRN

Abstract:

Loading...

Asian Pacific equity markets, Interdependence, Granger causality, financial crisis

9.

Interrelatedness of Malaysian Foreign Exchange Markets: Comparing Two Different Regimes

ICFAI Journal of Applied Economics, Vol. V, No. 5, pp. 22-36, 2006
Posted: 29 Mar 2007
Wan Mansor Mahmood and S. Saifuddin S.Ahmad
Universiti Teknologi MARA (UiTM) and affiliation not provided to SSRN

Abstract:

Loading...

Malaysian foreign currency market, Floating and pegging regimes, Common information factors

10.

Testing for Non-Linearity in the Foreign Currency Futures Market

University of Wales, Bangor, Research Paper No. RP 97/27
Posted: 13 Mar 2007
Wan Mansor Mahmood and Stuart McLeay
Universiti Teknologi MARA (UiTM) and The University of Sydney

Abstract:

Loading...

linear dependent, nonlinearity, currency futures, GARCH

11.

Nonlinear Dependence and Conditional Heteroscedasticity in Malaysian Daily Stock Returns

APFA/PACAP/FMA Finance Meeting, Tokyo, 2002
Posted: 13 Mar 2007
Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

nonlinear, Malaysia banks, conditional heteroscedasticity

12.

The Money Market Sensitivity on the Stock Market in Malaysia: A Long-Run and Causality Analysis

ICBF, Hydrabad, 2006
Posted: 13 Mar 2007
Wan Mansor Mahmood and Norhayati Ayu
Universiti Teknologi MARA (UiTM) and affiliation not provided to SSRN

Abstract:

Loading...

Money market, stock returns, market sensitivity, causality

13.

Does Operating Performance Really Improve Following Mergers? The Case of Malaysian Banks

Icfai Journal of Mergers & Acquisitions, Vol. 4, No. 3, pp. 69-78, September 2007
Posted: 26 Feb 2007
Wan Mansor Mahmood and Rashidah Mohamad
Universiti Teknologi MARA (UiTM) and Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

M41, G21, G34

14.

Linear and Non-Linear Dependence between Returns and Trading Volume in the Currency Futures Market

University of Wales, Bangor Research Papers No. RP 98/21
Posted: 26 Feb 2007
Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

G13, G14

15.

Non-Linear Granger Causality in the Currency Futures Returns

Economics Letters, Vol. 68, 2000
Posted: 20 Feb 2007
Ioannis Asimakopoulos, David Ayling and Wan Mansor Mahmood
University of Wales, Bangor, University of Wales System - Bangor University and Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

Non-linear causality

16.

The Dynamic Relationship Between Price Volatility, Trading Volume and Market Depth: Empirical Evidence from the Malaysian Futures Market

The Icfai Journal of Derivatives Markets, Vol. 3, No. 4, pp. 7-18, October 2006
Posted: 14 Feb 2007
Wan Mansor Mahmood and Siti Hajar Aisyah Salleh
Universiti Teknologi MARA (UiTM) and affiliation not provided to SSRN

Abstract:

Loading...

Price volatility, Volume, Market Depth, Unexpected Components, Futures

17.

Profitability and Capital Structure of the Property and Construction Sectors in Malaysia

Pacific Rim Property Research Journal, Spring 2007
Posted: 14 Feb 2007
Wan Mansor Mahmood and Rozimah
Universiti Teknologi MARA (UiTM) and Universiti Teknologi MARA (UiTM)

Abstract:

Loading...

Profitability, Capital Structure, Property Developer, Contractor