Stock market volatility in Malaysia sectoral indices during the general election

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Stock market volatility in Malaysia sectoral indices during the general election

This study examines the effect of general election on the Malaysian stock market for the period of January 1994 to December 2015. The empirical model used in this study follows the Threshold GARCH model developed by Glosten et al. (1993), to investigate the stock returns and return volatility of the...

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Bibliographic Details
Main Author:	Chia, Ricky Chee Jiun
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/14137/ http://journalarticle.ukm.my/14137/1/jeko_53%283%29-4.pdf

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