Sura Hujung
Dungun, Terengganu 23000
Malaysia
http://www.tganu.uitm.edu.my/
Universiti Teknologi MARA (UiTM)
SSRN RANKINGS
in Total Papers Downloads
Stock returns, Macroeconomic Influences, Asian-Pacific Countries
Volatility, exchange rate, stock index
Currency futures, return, volatility, spillover
Stock indices, cointegration, error correction model, Kuala Lumpur stock exchange.
Bank stock returns, volatility, trading volume, GARCH
Returns, volatility, nonlinear dependence, conditional heterocedasticity
Asian Pacific equity markets, Interdependence, Granger causality, financial crisis
Malaysian foreign currency market, Floating and pegging regimes, Common information factors
linear dependent, nonlinearity, currency futures, GARCH
nonlinear, Malaysia banks, conditional heteroscedasticity
Money market, stock returns, market sensitivity, causality
M41, G21, G34
G13, G14
Non-linear causality
Price volatility, Volume, Market Depth, Unexpected Components, Futures
Profitability, Capital Structure, Property Developer, Contractor
