The determinants of stock market volatility: Macroeconomic fundamentals and investor sentiment / Nathrah Ya’cob @ Mohd Yacob

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The determinants of stock market volatility: Macroeconomic fundamentals and investor sentiment / Nathrah Ya’cob @ Mohd Yacob

Stock market volatility is an important risk indicator of stock returns. Investors are hesitant to invest in high stock market volatility, thereby affecting the market. This warrants the need to identify possible determinants of stock market volatility. This study focuses on volatility in the Malays...

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Bibliographic Details
Main Author:	Nathrah, Mohd Yacob
Format:	Thesis
Published:	2016
Subjects:	H Social Sciences (General) HB Economic Theory
Online Access:	http://studentsrepo.um.edu.my/6588/ http://studentsrepo.um.edu.my/6588/1/nathrah.pdf

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