Does stock market liberalization cause higher volatility in the Bursa Malaysia?

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Does stock market liberalization cause higher volatility in the Bursa Malaysia?

This study examines the impact of stock market liberalization on stock return volatility in the Bursa Malaysia (formerly known as the Kuala Lumpur Stock Exchange), using the EGARCH model with sudden changes of variance during the period of 1985 - 2006. The analysis is conducted based on four sub-sam...

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Bibliographic Details
Main Authors:	Law, Siong Hook, Wan Ngah, Wan Azman Saini
Format:	Article
Language:	English
Published:	Universiti Malaysia Sarawak 2008
Online Access:	http://psasir.upm.edu.my/id/eprint/14129/ http://psasir.upm.edu.my/id/eprint/14129/1/Does%20stock%20market%20liberalization%20cause%20higher%20volatility%20in%20the%20Bursa%20Malaysia.pdf

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