Intraday returns patterns of Malaysian common stock

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Intraday returns patterns of Malaysian common stock

This study examines the intraday return and risk behavior of Malaysian stock· prices. The volatility of the return is greater in the morning session for both period A and period B as measured by the standard deviation ratios. It is also obsenJed that the intraday standard deviations showed two disti...

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Bibliographic Details
Main Authors:	Mohammed Zain Yusof, Fauzias Mat Nor, Othman Yong
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1995
Online Access:	http://journalarticle.ukm.my/7964/ http://journalarticle.ukm.my/7964/1/799-1526-1-SM.pdf

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