The Time Series Behaviour of Volume, Initial Return and Economic Condition of the Malaysian IPO Market

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The Time Series Behaviour of Volume, Initial Return and Economic Condition of the Malaysian IPO Market

This paper analyses the short-run as well as the long-run relationship of the IPO volume, initial returns and economic conditions of the Malaysian IPO market. The ARDL bounds testing approach was used to examine these variables. Empirical results showed that both initial returns and economic conditi...

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Bibliographic Details
Main Authors:	Chong, Fennee, Puah, Chin Hong
Format:	Article
Language:	English
Published:	Zant World Press, Australia 2009
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18678/ http://ir.unimas.my/id/eprint/18678/7/The%20Time%20Series%20Behaviour%20of%20Volume%20%28abstract%29.pdf

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