An investigation of magnet effect via overnight returns: the Malaysian case
Purpose – Magnet effect entails a hypothesis in market microstructure entailing a systemic likelihood of prices being sucked toward the theoretical threshold. The purpose of this paper is to investigate the existence of magnet effect in Bursa Malaysia via overnight returns. Design/methodology/appro...
Main Authors: | Mohamad, Azhar, Sifat, Imtiaz Mohammad, Hamid, Zarinah |
---|---|
Format: | Article |
Language: | English |
Published: |
Emerald
2018
|
Subjects: | |
Online Access: | http://irep.iium.edu.my/67772/ http://irep.iium.edu.my/67772/ http://irep.iium.edu.my/67772/ http://irep.iium.edu.my/67772/1/JCMS-04-2018-0012.pdf |
Similar Items
-
An investigation of magnet effect via overnight returns: the Malaysian case
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018) -
Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect
by: Mohamad, Azhar, et al.
Published: (2018) -
Magnet effect of price limits: evidence from Bursa Malaysia
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017) -
Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018) -
Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2019)