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/app...

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Bibliographic Details
Main Authors:	Sifat, Imtiaz Mohammad, Mohamad, Azhar, Hamid, Zarinah
Format:	Article
Language:	English
Published:	Emerald Publishing Limited 2018
Subjects:	H Social Sciences (General) HG Finance HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/69545/ http://irep.iium.edu.my/69545/1/JCMS-2018-Imitiaz%2C%20Azhar%20and%20Zarinah.pdf

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