FRGS final report: regulating a mis-regulation of trading halts through a comprehensive financial legal framework for the protection of investors’ interest
Utilizing an experimental Non-linear ARDL technique (NARDL), this paper tests an ex-ante hypothesized side-effect of financial market circuit breakers called the magnet effect. The hypothesis states that, in large price swing scenarios, circuit breakers (limits or halts), by their very existence, in...
| Main Author: | Mohamad, Azhar |
|---|---|
| Format: | Monograph |
| Language: | English |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/69724/ http://irep.iium.edu.my/69724/1/Profile%20of%20FRGS%20Final%20Report%20-%20Dr%20Azhar%20Mohamad.pdf |
Similar Items
The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence
by: Mohamad, Azhar
Published: (2013)
by: Mohamad, Azhar
Published: (2013)
A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
Investment decision behaviour of the Malaysian retail investors and fund managers: A qualitative inquiry
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
Short selling and exchange-traded funds returns:
evidence from the London Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2016)
by: Mohamad, Azhar, et al.
Published: (2016)
The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014)
by: Saiti, Buerhan, et al.
Published: (2014)
Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from dynamic conditional correlations
by: Dahiru, Abdulnasir, et al.
Published: (2017)
by: Dahiru, Abdulnasir, et al.
Published: (2017)
Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect
by: Mohamad, Azhar, et al.
Published: (2018)
by: Mohamad, Azhar, et al.
Published: (2018)
Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2018)
by: Saiti, Buerhan, et al.
Published: (2018)
Corporate governance and insider trading: evidence from Malaysia
by: Ahmad Kamal, Siti Aisyah, et al.
Published: (2018)
by: Ahmad Kamal, Siti Aisyah, et al.
Published: (2018)
The existence of insider trading in Malaysia: an event study approach
by: Yusof, Abdul Hafiz, et al.
Published: (2013)
by: Yusof, Abdul Hafiz, et al.
Published: (2013)
Financial integration between Indonesia and its major trading partners
by: Abdul Karim, Bakri, et al.
Published: (2009)
by: Abdul Karim, Bakri, et al.
Published: (2009)
Analysis of crude palm oil futures prices traded on Bursa Malaysia
by: Ahmad, Norfaieqah, et al.
Published: (2011)
by: Ahmad, Norfaieqah, et al.
Published: (2011)
Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2015)
by: Mohamad, Azhar
Published: (2015)
Implied volatility forecasting in the options market: a survey
by: Mohamad, Azhar
Published: (2016)
by: Mohamad, Azhar
Published: (2016)
Seeking negative alphas through shorting
by: Mohamad, Azhar
Published: (2017)
by: Mohamad, Azhar
Published: (2017)
Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2013)
by: Mohamad, Azhar
Published: (2013)
Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by: Mohammad Sifat, Imtiaz, et al.
Published: (2015)
by: Mohammad Sifat, Imtiaz, et al.
Published: (2015)
Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)
Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016)
by: Mohamad, Azhar, et al.
Published: (2016)
Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2019)
by: Sifat, Imtiaz Mohammad, et al.
Published: (2019)
Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2015)
by: Mohamad, Azhar, et al.
Published: (2015)
Implied volatility and contagion in the options market
by: Prima Sakti, Muhammad Rizky, et al.
Published: (2014)
by: Prima Sakti, Muhammad Rizky, et al.
Published: (2014)
An empirical test of implied volatility in Singaporean structured warrants
by: Samsudin, Najmi Ismail Murad, et al.
Published: (2018)
by: Samsudin, Najmi Ismail Murad, et al.
Published: (2018)
Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2012)
by: Mohamad, Azhar, et al.
Published: (2012)
Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2014)
by: Mohamad, Azhar, et al.
Published: (2014)
An investigation of magnet effect via overnight
returns: the Malaysian case
by: Mohamad, Azhar, et al.
Published: (2018)
by: Mohamad, Azhar, et al.
Published: (2018)
Price discovery between index futures and spot markets
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data
by: Mohamad, Azhar, et al.
Published: (2019)
by: Mohamad, Azhar, et al.
Published: (2019)
Information content of analysts' report: a literature survey
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2018)
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2018)
Information content and informativeness of analysts’ report: evidence from Malaysia
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2019)
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2019)
A qualitative inquiry into the issues of information content of analysts' report: Evidence from Malaysia
by: Thas Thaker, Hassanudin Mohd, et al.
Published: (2017)
by: Thas Thaker, Hassanudin Mohd, et al.
Published: (2017)
Malaysian Islamic capital market : regulatory and legal scaffold altercations in the legal 'Thick" jungle.
by: Hassan, Rusni, et al.
Published: (2011)
by: Hassan, Rusni, et al.
Published: (2011)
Understanding investors' behavior from the variation of sukuk spreads
by: Abdul Rahman, Maya Puspa, et al.
Published: (2014)
by: Abdul Rahman, Maya Puspa, et al.
Published: (2014)
Estimating volatility of stock index returns by using symmetric Garch models
by: Islam, Mohd Aminul
Published: (2013)
by: Islam, Mohd Aminul
Published: (2013)
The impact of crude oil price on Islamic stock indices of South East Asian countries: evidence from MGARCH-DCC and wavelet
approaches
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
Heads we win, tails you lose: Is there equity in
Islamic equity funds?
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)
by: Saiti, Buerhan, et al.
Published: (2013)
Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)
by: Saiti, Buerhan
Published: (2015)
Similar Items
-
The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008) -
Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019) -
Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence
by: Mohamad, Azhar
Published: (2013) -
A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016) -
Investment decision behaviour of the Malaysian retail investors and fund managers: A qualitative inquiry
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)