An investigation of magnet effect via overnight
returns: the Malaysian case

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An investigation of magnet effect via overnight returns: the Malaysian case

Purpose – Magnet effect entails a hypothesis in market microstructure entailing a systemic likelihood of prices being sucked toward the theoretical threshold. The purpose of this paper is to investigate the existence of magnet effect in Bursa Malaysia via overnight returns. Design/methodology/appro...

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Bibliographic Details
Main Authors:	Mohamad, Azhar, Sifat, Imtiaz Mohammad, Hamid, Zarinah
Format:	Article
Language:	English
Published:	Emerald 2018
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/67772/ http://irep.iium.edu.my/67772/1/JCMS-04-2018-0012.pdf

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