Is the Hong Kong Stock Market Asymmetrical in Behavior?
This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconBiz
2015
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/17989/ http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf |
| _version_ | 1848838411637489664 |
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| author | Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa |
| author_facet | Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa |
| author_sort | Liew, Venus Khim-Sen |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| description | This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior
information to avoid and reduce the risk when investing in the Hong Kong stock market. |
| first_indexed | 2025-11-15T06:55:08Z |
| format | Article |
| id | unimas-17989 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:55:08Z |
| publishDate | 2015 |
| publisher | EconBiz |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-179892017-10-09T03:54:56Z http://ir.unimas.my/id/eprint/17989/ Is the Hong Kong Stock Market Asymmetrical in Behavior? Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa H Social Sciences (General) This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market. EconBiz 2015-01 Article PeerReviewed text en http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf Liew, Venus Khim-Sen and Chia, Ricky Chee-Jiun and Syed Azizi Wafa, Syed Khalid Wafa (2015) Is the Hong Kong Stock Market Asymmetrical in Behavior? The Empirical Economics Letters, 14 (1). ISSN 1681-8997 https://www.researchgate.net/publication/301548678 |
| spellingShingle | H Social Sciences (General) Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_full | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_fullStr | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_full_unstemmed | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_short | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_sort | is the hong kong stock market asymmetrical in behavior? |
| topic | H Social Sciences (General) |
| url | http://ir.unimas.my/id/eprint/17989/ http://ir.unimas.my/id/eprint/17989/ http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf |