Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia
Price limits have skirted controversy since inception. Regulators claim limits curb volatility, allay stressed markets, and encourage reflection on information to trade rationally. Opponents contend saying limits delay the inevitable by postponing volatility, deferring equilibrium price discovery, a...
| Main Authors: | Sifat, Imtiaz Mohammad, Mohamad, Azhar, Hamid, Zarinah |
|---|---|
| Format: | Article |
| Language: | English English English |
| Published: |
Routledge
2019
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/72694/ http://irep.iium.edu.my/72694/9/72694_Aberrant%20investor%20participation%20amid_MYRA.pdf http://irep.iium.edu.my/72694/2/72694_Aberrant%20investor%20participation%20amid_SCOPUS.pdf http://irep.iium.edu.my/72694/15/72694_Aberrant%20investor%20participation%20amid%20substantial%20price%20swing%20high-frequency%20evidence%20of%20magnet-repellent%20effect%20from%20Malaysia_WOS.pdf |
Similar Items
Randomness for asset prices constrained by price limit regimes: a Malaysian case study
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
On contango, backwardation, and seasonality in index futures
by: Abd Wahab, Mohd Asraf, et al.
Published: (2019)
by: Abd Wahab, Mohd Asraf, et al.
Published: (2019)
Magnet effect of price limits: evidence from Bursa Malaysia
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017)
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017)
Impact of large investors on firm dividend policy
by: Zandi Pour Joopari, GholamReza, et al.
Published: (2013)
by: Zandi Pour Joopari, GholamReza, et al.
Published: (2013)
Does the global Sukuk market offer any portfolio diversification opportunity for Indonesian investors?
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2016)
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2016)
Comparative analysis on EPF investors’ knowledge, experience, and behaviour towards investing in Islamic and conventional unit trusts : the case of Malaysia
by: Md, Abu Hasnat, et al.
Published: (2018)
by: Md, Abu Hasnat, et al.
Published: (2018)
An investigation of magnet effect via overnight returns: the Malaysian case
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)
Understanding investor behavior from the variation of sukuk spreads
by: Rahman, Maya Puspa, et al.
Published: (2014)
by: Rahman, Maya Puspa, et al.
Published: (2014)
Investor Behaviour And Major Events In Malaysia: Survey Evidence
by: Yin, Ong Saw
Published: (2009)
by: Yin, Ong Saw
Published: (2009)
The Role Of Herd Behaviour In Determining The Investor’s Monday Irrationality
by: Brahmana, Rayenda Khresna, et al.
Published: (2012)
by: Brahmana, Rayenda Khresna, et al.
Published: (2012)
The existence of overconfidence among individual and institutional investors in Malaysia
by: Chin, Fei Sun, et al.
Published: (2011)
by: Chin, Fei Sun, et al.
Published: (2011)
The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia
by: Rayenda Khresna, Brahmana, et al.
Published: (2014)
by: Rayenda Khresna, Brahmana, et al.
Published: (2014)
How investor’s behaviour towards investment decision? PLSSEM approach
by: Ang, Hui Theng, et al.
Published: (2019)
by: Ang, Hui Theng, et al.
Published: (2019)
How investor’s behaviour towards investment decision? PLSSEM approach
by: Ang, Hui Theng, et al.
Published: (2019)
by: Ang, Hui Theng, et al.
Published: (2019)
Capital asset pricing model and pricing of Islamic financial instruments
by: Hakim, Shabir Ahmad, et al.
Published: (2016)
by: Hakim, Shabir Ahmad, et al.
Published: (2016)
Investor Psychological Traits: Overreaction and Under-reaction in Malaysian Stock Market.
by: Lee, Sze Yi, et al.
Published: (2016)
by: Lee, Sze Yi, et al.
Published: (2016)
Factors that affect investor’s intention to invest in Social Responsibility Investment (SRI)
by: Chai, Meng Yew, et al.
Published: (2019)
by: Chai, Meng Yew, et al.
Published: (2019)
The pricing efficiency of Malaysian equity warrants: studies using black scholes option pricing model (BSOPM)
by: Haron, Razali
Published: (2006)
by: Haron, Razali
Published: (2006)
Residential property price hike and speculation
by: Haron, Razali, et al.
Published: (2018)
by: Haron, Razali, et al.
Published: (2018)
The ripple effect of residential property price in Malaysia
by: Ibrahim, Khairunisah, et al.
Published: (2019)
by: Ibrahim, Khairunisah, et al.
Published: (2019)
Prediction of stock price using neural network
by: Jalunis, Fatmawati, et al.
Published: (2011)
by: Jalunis, Fatmawati, et al.
Published: (2011)
Financial situation of PN17 companies listed in the Malaysian Stock Exchange
by: Mohammed, Ali Abusalah Elmabrok
Published: (2012)
by: Mohammed, Ali Abusalah Elmabrok
Published: (2012)
The relationship between working youth characteristics and financial capability
by: Ahmad, Kamilah, et al.
Published: (2018)
by: Ahmad, Kamilah, et al.
Published: (2018)
Kemahiran mengendalikan pakej perakaunan universal business software (UBS) di kalangan pelajar tahun akhir diploma akauntansi : satu tinjauan di Politeknik Kota Bahru, Kelantan
by: Ghani, Syuhairah
Published: (2003)
by: Ghani, Syuhairah
Published: (2003)
The Investment Return of Real Estate Industry to Investors: A Study based in Malaysia.
by: Lim, Han Khun, et al.
Published: (2016)
by: Lim, Han Khun, et al.
Published: (2016)
Corporate boards and performance pricing in private debt contracts
by: Abu Bakar, Intan Suryani, et al.
Published: (2018)
by: Abu Bakar, Intan Suryani, et al.
Published: (2018)
Overview of property price and its influencing factors in Malaysia
by: Haron, Razali, et al.
Published: (2016)
by: Haron, Razali, et al.
Published: (2016)
Mudarabah capital from multiple investors in investment accounts: scope and consequences in Islamic law
by: Sadique, Muhammad Abdurrahman
Published: (2013)
by: Sadique, Muhammad Abdurrahman
Published: (2013)
The Impact of financial risks on profitability of Malaysian commercial banks : 1996-2005
by: Tafri, F. H., et al.
Published: (2009)
by: Tafri, F. H., et al.
Published: (2009)
Derivatives, pricing efficiency and gharar. Evidence on embedded options in Malaysia
by: Haron, Razali
Published: (2014)
by: Haron, Razali
Published: (2014)
Derivatives, pricing efficiency and gharar: evidence on
embedded options in Malaysia
by: Haron, Razali
Published: (2014)
by: Haron, Razali
Published: (2014)
Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
by: Lim, Vee Kyi, et al.
Published: (2022)
by: Lim, Vee Kyi, et al.
Published: (2022)
Moderator effect over investors behavior lower preference towards mutual fund in Malaysia
by: Ch'ng, Sin Thong, et al.
Published: (2020)
by: Ch'ng, Sin Thong, et al.
Published: (2020)
Imposing zakāt on legal entities and its applications
in Islamic financial institutions
by: Mohd Noor, Azman, et al.
Published: (2013)
by: Mohd Noor, Azman, et al.
Published: (2013)
The nexus between financial integration and real economy: Solow-growth model concept
by: Rahman, Md. Saifur, et al.
Published: (2017)
by: Rahman, Md. Saifur, et al.
Published: (2017)
Factors contributing to the success of crowdfunding: the Malaysian case
by: Rahman, Maya Puspa, et al.
Published: (2016)
by: Rahman, Maya Puspa, et al.
Published: (2016)
Measuring efficiencies of Bangladeshi and Indonesian microfinance institutions: A data envelopment analysis and latent growth curve modeling approach
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2018)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2018)
Ownership and debt financing: Indonesia evidence
by: Haron, Razali
Published: (2017)
by: Haron, Razali
Published: (2017)
Overlapping memberships on the audit and other board committees: impacts on financial reporting quality
by: Furqaan, Abdirahman, et al.
Published: (2019)
by: Furqaan, Abdirahman, et al.
Published: (2019)
Efficiency of Qatari banking industry: an empirical
investigation
by: Abdul-Hamid, Abdul Wahab, et al.
Published: (2017)
by: Abdul-Hamid, Abdul Wahab, et al.
Published: (2017)
Similar Items
-
Randomness for asset prices constrained by price limit regimes: a Malaysian case study
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019) -
On contango, backwardation, and seasonality in index futures
by: Abd Wahab, Mohd Asraf, et al.
Published: (2019) -
Magnet effect of price limits: evidence from Bursa Malaysia
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017) -
Impact of large investors on firm dividend policy
by: Zandi Pour Joopari, GholamReza, et al.
Published: (2013) -
Does the global Sukuk market offer any portfolio diversification opportunity for Indonesian investors?
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2016)