Stock return reaction to unusual market activity announcement : evidence from the ace market in Malaysia

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Stock return reaction to unusual market activity announcement : evidence from the ace market in Malaysia

This study examines the effect of Unusual Market Activity (UMA) announcement on stock return in Malaysian market with a sample of 62 companies listed on the ACE market Bursa Malaysia for the period of 2007-2015. This study employs event study methodology. More specifically, it employs the market mo...

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Bibliographic Details
Main Author:	Chen, Siong Yain
Format:	Thesis
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2015
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/10794/ http://ir.unimas.my/id/eprint/10794/5/Chen%20Siong%20Yain%20ft.pdf

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