The effect of GST announcement on stock market volatility:
evidence from intraday data

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The effect of GST announcement on stock market volatility: evidence from intraday data

Purpose – The purpose of this paper is to examine the effect of GST announcements (pre and post) on Malaysian stock market index. This study also utilised intraday data to look into intraday market volatility post-GST announcement. Design/methodology/approach – Both daily closing prices and intra...

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Bibliographic Details
Main Authors:	Haron, Razali, Ayojimi, Salami Monsurat
Format:	Article
Language:	English English English
Published:	Emerald 2019
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/68819/ http://irep.iium.edu.my/68819/1/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_article.pdf http://irep.iium.edu.my/68819/2/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_scopus.pdf http://irep.iium.edu.my/68819/3/68819_The%20effect%20of%20GST%20announcement%20on%20stock%20market%20volatility_wos.pdf

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