Content
2024, Volume 32, Issue 1
- 1-27 Assessing the Carbon Footprints of Income Growth, Green Finance, Institutional Quality and Renewable Energy Consumption in Emerging Asian Economies
by Tze-Haw Chan & Abdul Saqib & Agustin Isnaini Nuzula - 29-58 Are Malaysian IPO Investors Influenced by Sentiment Factors or Fundamental Factors?
by Evelyn Yee-Foon Kong & Kin-Boon Tang - 75-99 The Role of Institutional Investors in The Indian Stock Markets During the Pandemic
by Nikunj Patel & Aakruti Patel & Bhavesh Patel - 101-114 Does Uncertainty Indices Impact the Cryptocurrency Market
by Li Yi Thong & Ricky Chee Jiun Chia & Mohd Fahmi Ghazali
2023, Volume 31, Issue 2
- 1-22 Negative Social Media Sentiments and Capital Structure
by Samuel Jebaraj Benjamin & Zhuoan Feng & Pallab Kumar Biswas - 23-53 COVID-19 Dynamics and Financing of Cash Flow Shortages: Evidence from Firm-Level Survey
by Yusuf Adeneye & Fathyah Hashim & Yusuf Babatunde Rahman & Normaizatul Akma Saidi - 55-68 CSR Performance and Profitability of the Banking Industry in Southeast Asia Nations (ASEAN)
by Berto Usman & Ridwan Nurazi & Intan Zoraya & Nurna Aziza - 69-87 Financial Performance as a Determinant of The Cost of Capital: An Empirical Study on Listed Companies in India
by Naseem Ahamed & Nitya Nand Tripathi - 89-101 The Performance of ESG ETFs in the U.S
by Gerasimos G. Rompotis
2023, Volume 31, Issue 1
- 1-23 Corporate Risk-Taking and Cash Holdings: The Moderating Effect of Investor Protection
by Fatima Saleh Abd Almajeed Al-Hamshary & Akmalia M. Ariff & Khairul Anuar Kamarudin & Norakma Abd Majid - 25-45 Impacts of COVID-19 and Related Government Policies on the Returns of the US Dollar Against the Malaysian Ringgit
by Chee-Hong Law & Chee-Lip Tee - 47-58 Determinants of Dividend Policies in Shariah Compliant and Non-Shariah Compliant Firms: A Panel Quantile Approach
by Mohd Ashari Bakri & Chia Chia Yong - 59-71 Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants
by Dinabandhu Bag & Saurabh Goel - 73-84 The Effects of Lockdown, Economic Stimulus Packages and National Recovery Plan Announcements on the Malaysian Stock Market
by Kok Jun Tan & Mohd Edil Abd Sukor
2022, Volume 30, Issue 2
- 1-18 Malaysian Domestic Bond Market Experience:Lessons for Emerging Economies
by Meng-Wai Lee & Michael Meow-Chung Yap & Kim-Leng Goh - 19-37 Asymmetric Real Exchange Rate and Foreign Direct Investment Determinants: An Empirical Study of Malaysia
by Hock Tsen Wong - 39-61 Actively Managed ETFs: A Performance Evaluation
by Gerasimos Georgiou Rompotis - 63-89 Digital Cashless Payments and Economic Growth: Evidence from CPMI Countries
by Yi-Xun Pang & Sin-Huei Ng & Wei-Theng Lau - 91-106 Digital Cashless Payments and Economic Growth: Evidence from CPMI Countries
by Noor Shazreen Mortadza & Rossazana Ab-Rahim
2022, Volume 30, Issue 1
- 1-15 The Effects of Market Strength, Information Asymmetry, and Industrial Characteristics on Malaysian Firms’ CAR During COVID-19 Pandemic
by Saw Imm Song & Jennifer Tunga Janang & Erimalida Yazi & Fareiny Morni - 17-35 Board Governance, Dividend Payout and Executive Compensation in Malaysian Firms
by Ravichandran K. Subramaniam & Khakan Najaf & Murugasu Thangarajah - 37-49 Impact of Governance Quality on Default Risk of Socially Responsible Firms: International Evidence
by Bolaji Tunde Matemilola & Suleiman Ahmed Bhandari & Amin Noordin Bany-Ariffin - 51-64 An Empirical Study on Co-Integration and Causality Among GCC Stock Markets
by Vikram Mohite & Vibha Bhandari - 65-83 Currency Carry Trades and Stock Market Returns in Africa Abstract: Research Question: Is there a causal link between African currency targeted carry trades and the returns of their stock market indices? What is the nature of return volatility in carry trades and stock markets, and does volatility spillover exist between the two series in Africa? Motivation: The interactive and dynamic relationship between currency carry trade returns and stock market returns has not been communicated in exactitude, especially in emerging and frontier markets of Africa. This study explores the causal link between African currency carry trades and stock market returns. It also explores the dynamic relationship and volatility spillover between the currency carry trades and stock market returns. Idea: The primary idea is that there is conclusive evidence on the empirical failure of the uncovered interest rate parity (UIP) condition, and currency carry trades, which are investment/trading strategies, seek to exploit this failure. Data: Data on prices of stock market indices, interbank interest rates, and exchange rates between the target currencies and funding currencies of weekly periodicity sourced from DataStream, Quantic EasyData, and the central banks of the sampled countries are used. Method/Tools: The vector autoregressive (VAR) - Granger causality framework and the dynamic conditional correlationgeneralised autoregressive conditional heteroskedasticity (DCC-GARCH) estimation technique were employed in this study. Findings: The study finds evidence of causality running from carry trades to stock markets in 22 out of the 28 currency pairs studied, but not causality from stock markets to carry trades. Traces of volatility spillover could only be observed from carry trades to stock markets in 10 out of the 28 currency pairs studied. We conclude that the African currency carry trades drive their stock markets, that the conditional correlations between currency carry trades and stock market returns are dynamic and time-varying, and that there is high degree of persistence in African return volatility. Contributions: This study has made significant contribution to our knowledge on currency carry trades in Africa’s emerging and frontier markets. It has shown the interactive and dynamic relationships that exist between currency carry trade returns and the returns of stock market indices
by Godfred Aawaar & Eric Nkansah & Irrshad Kaseeram
2021, Volume 29, Issue 2
- 1-11 Stock Market Reaction to Political Regime Change in Malaysia
by Fareiny Morni & Erimalida Yazi - 13-28 Effects of Venture Capital, R&D, and Technology on IPO Underpricing: Evidence from China
by Md. Jahidur Rahman & Mingyang Yang - 29-41 Effect of Minimum Tick Size Policy on Price Efficiency and Execution Cost
by Syamsul Idul Adha & A. Sakir - 43-54 Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries
by Muhammad Mar’i & Turgut Tursoy
2021, Volume 29, Issue 1
- 1-16 Interaction Impact of Monetary Policy and Inflation on Corporate Debt in Developing Nations
by Bolaji Tunde Matemilola & Mohamed Azali - 17-39 Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?
by Ignatius Roni Setyawan & Buddi Wibowo - 41-58 ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis
by Ritesh Patel - 59-72 Noise Trader Risk-Evidence from China’s Stock Market
by Liang Ye & Yeng-May Tan
2020, Volume 28, Issue 2
- 1-18 Performance of ProShares Triple-Leveraged Equity ETFs
by Ramesh Adhikari & Humnath Panta & M. Kabir Hassan - 19-27 Max-Effect in the Indonesian Market
by Leo Julianto & Irwan Adi Ekaputra - 29-41 Predicting SMEs Failure: Logistic Regression vs Artificial Neural Network Models
by Juraini Zainol Abidin & Nur Adiana Hiau Abdullah & Karren Lee-Hwei Khaw - 43-71 Stock Markets’ Integration in Post Financial Crisis Era: Evidence from Literature
by Muhammad Hanif & Ariba Sabah
2020, Volume 28, Issue 1
- 1-23 Corporate Governance in Australia: Share Repurchases under an Imputation Tax System
by Hussein Abedi Shamsabadi & Byung S. Min & Imen Tebourbi & Mohammad Nourani - 25-47 Do Heterogeneous Boards Promote Firm Innovation? Evidence from Malaysia
by Sa’adiah Munir & Gary John Rangel & Ravichandran K. Subramaniam & Mohd. Zulkhairi bin Mustapha - 49-63 We Bring You Capital and Job – Foreign Investment and Employment in Malaysia
by Amy Dict-Weng Kwan & Tuck-Cheong Tang - 65-76 Global and Local Commodity Prices: A Further Look at the Indonesian Agricultural Commodities
by Pradita Nareswari & Sigit S. Wibowo
2019, Volume 27, Issue 2
- 1-13 Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework
by Robert W. Faff - 15-35 Institutional Quality, Tax Avoidance, and Analysts' Forecast: International Evidence
by Akmalia M. Ariff & Khairul Anuar Kamarudin - 37-57 An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities
by Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad - 59-87 The Effect of Financial Constraints on Audit Fees
by Samuel Jebaraj Benjamin - 89-102 Effect of Standardization of Trading Board Lot on Abnormal Liquidity in Malaysian Stock Market
by Nor Elliany Hawa Ibrahim & Kamarun Nisham Taufil Mohd & Karren Lee-Hwei Khaw
2019, Volume 27, Issue 1
- 1-18 Financial Openness and Trade Openness Nexus: Empirical Evidence from Global Data
by Xiao-Jun Goh & Wen-Qi Tong & Tuck-Cheong Tang - 19-33 Asymmetric Effects of Exchange Rates on Stock Prices in G7 Countries
by Arash Habibi & Chin Lee - 34-52 The Malaysian Domestic Bond Market: Growing into its Rightful Role
by Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap - 53-68 Exchange Rate Movements, Earnings Management and Stock Returns in Malaysia
by Bao Quan Lock & Ei Yet Chu & Saw Imm Song & Lian Yin Lee
2018, Volume 26, Issue 2
- 1-20 Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns
by Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw - 21-31 Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia
by Subashini Maniam & Chin Lee - 32-52 Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework
by Jasman Tuyon & Zamri Ahmad - 53-69 Do Firm Size and Value Affect Shareholder Returns in Malaysia?
by Pheng Bian Ong & Mohamed Hisham Hanifa & Mansor Mohd Isa
2018, Volume 26, Issue 1
- 1-18 Political Uncertainty and the Greek Stock Market over the Period 2011-2015
by Gerasimos G. Rompotis - 19-35 Interaction Effects of Country-Level Governance Quality and Debt on Stock Returns in Developing Nations
by Bolaji Tunde Matemilola & Bany-Ariffin A. N. & Annuar Md. Nassir - 36-55 The Role of Country-Level Differences in Influencing ASEAN Firms’ Cross-Border Mergers and Acquisitions (CBMAs) Success
by Nurhazrina Mat Rahim & Ruhani Hj. Ali - 56-72 The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change
by Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim
2017, Volume 25, Issue 2
- 1-14 Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?
by Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya - 15-31 Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach
by Gary John Rangel & Jason Wei Jian Ng - 32-48 The Determinants of Financial Development in the Republic of Yemen: Evidence from the Principal Components Approach
by Ramez Abubakr Badeeb & Hooi Hooi Lean - 49-64 Dynamic Linkages between Newly Developed Islamic Equity Style Indices: Is Growth Style More Influential Than Value Style?
by Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip
2017, Volume 25, Issue 1
- 1-18 Substantial Shareholders and Their Trading Behaviour around Lock-Up Expiry: Evidence from Emerging Markets
by Abdolhossein Zameni & Othman Yong - 19-25 Does Interest Rate Still Matter in Determining Exchange Rate?
by Wai-Mun Har & Ai-Lian Tan & Chong-Heng Lim & Chai-Thing Tan - 26-42 Momentum and Investor Sentiment: Evidence from Asian Stock Markets
by Shangkari V. Anusakumar & Ruhani Ali - 43-62 The Relationship of Crude Palm Oil Spot-Futures under Inflationary Expectation in Gold Market
by You-How Go & Wee-Yeap Lau
2016, Volume 24, Issue 2
- 1-13 The Performance of Government-Linked Companies in Malaysia
by Mansor Isa & Siew-Peng Lee
2016, Volume 24, Issue 1
- 1-15 Does Manager’s Perceived Competition Affect the Capital Structure Decisions of Malaysian Firms? A Text Mining Approach on the Chairman’s Statement
by Hanandewa & Fauzias Mat Nor - 16-37 Effect of Geographical Diversification on Informational Efficiency in Emerging Countries
by Suan Poh & Chee-Wooi Hooy - 38-67 Portfolio Diversification Strategy in the Malaysian Stock Market
by Raymond Leh Bin Ling & Jeng Yuan Chia - 68-83 A Survey of Literature on Islamic Equity Style Investing and its Applications
by Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Rubi Ahmad
2015, Volume 23, Issue 1&2
- 1-24 Municipal Credit Ratings and Unfunded Pension Liabilities: New Evidence?
by Fahad Alshathri & J. Richard Aronson & Nandkumar Nayar2 - 25-39 Impact of Lock-Up Provision on Two IPO Anomalies in the Immediate Aftermarket
by Norliza Che-Yahya & Ruzita Abdul-Rahim & Rasidah Mohd-Rashid - 40-64 Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets
by Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih - 65-83 The Impact of Institutional Investors on Real and Accrual Earnings Management around IPO: Evidence from Malaysian Emerging Market
by Sani Hussaini Kalgo & Bany Ariffin Amin Noordin & Hairul Suhaimi Bin Nahar & Siti Zaida Binti Turmin - 84-95 Informational Content of Yield Spread: Predicting Economic Growth of Malaysia
by Joanne Yen-Ei Kek & Kim-Leng Goh
2014, Volume 22, Issue 1&2
- 1-26 Do Family-Controlled Malaysian Firms Create Wealth for Investors in the Context of Corporate Acquisitions?
by Lynn, Ling Yew Hua & John Evans & Junaid Shaikh & Md Shibley Sadique - 27-40 Trade Competitiveness Determinants in Emerging Markets and Developed Countries
by Amirhossein Karbalaei & Mazila Md-Yusuf & Catherine S.F.Ho - 41-58 Impact of Working Capital Management on the Profitability of Shariah-Compliant and Non-Shariah Firms: The Case of Malaysia
by Feras Fathi Albdwy & Mohamed Eskandar Shah & Syed Salman - 59-82 Daily Traders’ and Instituitional Investors’ Wealth Effect upon Sukuk and Conventional Bond Announcements: A Case Study of Malaysian Firms Using Event-Study Methodology and Wavelet Analysis
by Mohamed Hisham Hanifa & Mansur Masih & Obiyathulla Bacha
2013, Volume 21, Issue 1&2
- 1-12 Financial Convergence of the Asia Pacific Developing Economies
by Juliana Ibrahim & Muzafar Shah Habibullah - 13-37 Controlling Shareholders and the Implied Cost of Equity of Malaysian Firms
by Swee-Sim Foong & Chee-Wooi Hooy & Guat-Khim Hooy - 39-66 Introduction of the Single-Tier Corporate Tax System: Its Effect on Share Price
by Aslam Selamat & Mohamed Ariff & Shamsher Mohamad - 67-87 Is the Long Term Profit Rate of Malaysian Sukuk a Good Predictor of Short Term Profit Rate?
by Adesina-Uthman Ganiyat Adejoke & Taufiq Hassan & Shamsher Mohamad & M. Kabir Hassan
2012, Volume 20, Issue 1&2
- 1-20 Do Malaysian Islamic Banks Manage Earnings Through Profit Equalisation Reserve
by Raudha Md. Ramli & S.Shahida & Abdul Ghafar Ismail - 21-41 Determinants of Sectoral Cost of Equity for an Emerging Market: The Case of Malaysian Firms
by Foong Swee Sim & Goh Kim Leng - 43-64 Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC
by Nazrol Kamil Mustaffa Kamil & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih - 65-76 Empirical Analysis of the Causality between Indian and US Stock Markets’ Conditional Volatility: Further Evidence
by Rakesh Kumar & Raj S Dhankar
2011, Volume 19, Issue 1&2
- 1-14 Trade-off Theory of Optimal Capital Structure and Adjustment to Long-run Target: Evidence from Dynamic Panel Data
by B.T. Matemilola & A.N. Bany-Ariffin & W.N.W. Azman-Sain - 15-32 Family and Government-Controlled Firms and their Recognition of Goodwill Impairment
by Noraini Omar & Norman Mohd-Saleh & Mohd Fairuz Mohd Salleh - 33-51 Innovative Islamic Hedging Products: Application of Wa’d in Malaysian Banks
by Saadiah Mohamad & Azlin Alisa Ahmad & Shahida Shahimi - 53-72 How Market Makers Affect Efficiency: Evidence that Markets are Becoming Less Efficient
by Kurt W. Rotthoff - 73-87 A Structural Modeling of International Parities between Malaysia and China in the Liberalisation Era
by Chan Tze-Haw & Hooy Chee-Wooi
2010, Volume 18, Issue 1&2
- 1-21 Information Asymmetry and Earnings Management: Causes of Inefficient Investment in Malaysia
by Ei Yet Chu & Saw Imm Song - 23-43 How Well Do Monetary Fundamentals Forecast Exchange Rates in Developing Economies?
by Tamat Sarmidi - 45-61 Initial Premium, Flipping Activity and Opening-Day Price Spread of Malaysian IPOs
by Othman Yong - 63-75 Dividend Announcements and Stock Market Reaction: Further Evidence
by Mohamad Jais & Bakri Abdul Karim & Kenta Funaoka & Azlan Zainol Abidin
2009, Volume 17, Issue 1&2
- 1-19 Financial Efficiency of SMEs in the Northern Corridor Economic Region: A DEA Analysis
by Hooy Chee Wooi & Hooy Guat Khim & Tajul Ariffin Masron - 21-42 Assessing the Impact of Mergers and Acquisitions on Bank Cost Efficiency
by Fadzlan Sufian & Muzafar Shah Habibullah - 43-60 Determinants of Credit Risk in Malaysian Islamic Banks
by Siti Norakinah SH Ahmad Tajuddin & Shahida Shahimi & Mohamad Abdul Hamid - 61-78 Market Consequences of Earnings Quality for Malaysian Listed Companies
by Radziah Abdul Latiff & Fauziah Md Taib - 79-102 Benefits of Co-trading: Evidence from Australian and Singapore Stock Exchanges
by Charlie Charoenwong & Chee Ng
2008, Volume 16, Issue 2
- 1-23 Fundamentals of Exchange Rate Determination: Malaysia and the ASEAN Emerging Countries
by Catherine S.F. Ho & M. Ariff - 25-38 Financial Practice in Malaysia: Risks Assessments in Capital Budgeting
by Nur Adiana Hiau Abdullah - 39-52 Initial Returns of Shariah-Compliant IPOs in Malaysia
by Ruzita Abdul Rahim & Othman Yong - 53-73 Corporate Finance Practices in Malaysia: A Survey Analysis
by Mansor Isa
2008, Volume 16, Issue 1
- 1-11 Returns and Volatility Spillover between the Kuala Lumpur Stock Index and Kuala Lumpur Futures Index: Bivariate GARCH Model
by Izani Ibrahim & Noryati Ahmad - 13-26 Stock Market Integration across National Boundaries: Causes and Impediments
by Chee-Wooi Hooy & Kim-Leng Goh - 27-43 Initial Performance of IPOs listed on MESDAQ
by Othman Yong - 45-63 Corporate Take-overs in Malaysia: Determinants of Post Acquisition Values of Acquiring Firms
by Saw-Imm Song & Ruhani Ali & Subramaniam Pillay
2007, Volume 15, Issue 1&2
- 1-27 Regulations and Underpricing of IPOs
by Kamarun Nisham Taufil Mohd - 29-51 Fama-French Model Explanations of the Stock Market Anomaly
by Ruzita Abdul-Rahim - 53-71 Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
by Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau - 73-101 The Integration Effect of Ownership Structure and Board Governance on Dividends: Evidence from Malaysian Listed Firms
by Fauzias Mat Nor & Zunaidah Sulong
2006, Volume 14, Issue 1&2
- 1-16 Determinants of Asset Write-offs in Malaysia: The Economic Crisis Effect
by Norman Mohd Saleh & Romlah Jaffar - 17-26 The Integration of Residential Real Estate Market and Stock Market: Assessment Using the ARDL Approach
by Nur Adiana Hiau Abdullah & Wong Woei Chyuan - 27-42 Estimating and Forecasting Volatility of the Malaysian Stock Market Using a Combination of Kalman Filter and GARCH Models
by Cheah Lee Hen & Zainudin Arsad - 43-64 Linking Bank Efficiency and Share Price Performance: Evidence from the Singaporean Banking Industry
by Fadzlan Sufian & Muhd- Zulkhibri Abdul Majid - 65-80 Stock Market Linkages in the ASEAN-5 Region and Implications on Seasonality Effect
by Ruzita Abd-Rahim & Abu Hassan Shaari Mohd. Nor & Dwipraptono Agus Harjito
2005, Volume 13, Issue 1&2
- 1-19 Ownership Structure, Motives and Corporate Takeover Performance of Malaysian Public Listed Firms
by Saw-Imm Song & Ruhani Ali & Subramaniam Pillay - 21-32 Operating Performance of Initial Public Offerings in Malaysia
by Zamri Ahmad & Lim Suh Mei - 33-46 Gearing Differences Across Malaysian Public Listed Companies
by Sharifah Raihan Syed Mohd Zain - 47-64 Price Limits Performance: Evidence from the Kuala Lumpur Stock Exchange
by Fauzias Mat Nor & Zulkifli Deraman - 65-79 Financial Openness and Bank Development: The Experience of East Asia
by Noor A. Ghazali & Kent Matthews
2004, Volume 12, Issue 1&2
- 1-16 Security Analysts’ Monitoring Activity: Does it Reduce Agency Costs?
by Ahmad Rizal Mazlan & Nur Adiana Hiau Abdullah - 17-34 Response Asymmetries in the Linkages of Asean-5 Equity Prices
by Mansor H. Ibrahim - 35-56 Long-Run Trade Competitiveness and Exchange Rate Misalignments in ASEAN-5
by Kwek Kian-Teng & Cho Cho-Wai - 57-77 Bank Loan Loss Provisioning: An Examination of Capital Management, Income Smoothing and Cyclicality Hypotheses
by Roselee Shah Shaharudin & Abd. Ghafar Ismail
2003, Volume 11, Issue 1&2
- 1-22 Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange
by Azhar Mohamad & Obiyathulla Ismath Bacha & Mansor Ibrahim - 23-40 Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity
by Chan Tze Haw & Khong Wye Leong Roy & Zubaidi Baharumshah - 41-63 Speculative Influences In The Stock Market: A Case Study of Kuala Lumpur Stock Exchange
by Fatimah Wati Ibrahim & Rahana Abd Rahman - 65-80 Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter?
by Hock-Ann Lee & Kian-Ping Lim & M. Azali - 81-115 The Effect of Term Spreads On Malaysian Commercial Bank Activity
by Rasidah Mohd. Said
2002, Volume 10, Issue 2
- 1-20 Domestic Money, Foreign Money and the Performance of Malaysian Common Stocks: A Long Run Equilibrium Analysis
by Noor A Ghazali & Soo-Wah Low - 21-42 Income Smoothing and Market Perception of Accounting Numbers: An Empirical Investigation of Extraordinary Items
by Wan Adibah Wan Ismail & Khairul Anuar Kamarudin & Muhd Kamil Ibrahim - 43-60 Announcements Effect of Corporate Name Change: Failed vs Non-Failed Firms
by Zulkarnain Muhamad Sori & Shamser Mohamad & Annuar Md Nassir & Mohamad Ali Abdul Hamid - 61-75 Financial Goals Choices and Performance of Firms in Malaysia
by I.M. Pandey
2002, Volume 10, Issue 1
- 1-21 Are Values of Malaysian Companies Affected By Foreign Exchange Rate Changes?
by Subramaniam S.Pillay & Gary Rangel - 23-40 Capital Structure and Market Power Interaction: Evidence From Malaysia
by I.M. Pandey - 41-66 Multi-Index CAPM vs APT: A Comparison Of Two Asset Pricing Models For Malaysia
by Ch’ng Hock Khoon & G.S Gupta - 67-86 Portfolio Formation Using Islamic- Approved Stock in Malaysia
by Mohd Hasimi Yaacob & Noor Azuddin Yakob - 87-114 Mint Determination of Firm Debt, Ownership Structure on Firm Performance: A Methodology Review
by Augustinus Setiawan S & Fauziah M. Taib - 115-137 Price Randomness, Fundamental Factors, and Stock Market Contrarian Strategy: Further Evidence on Malaysian Stock Market
by Fauzias Mat Nor & Lai Ming Ming & A. Manaf bin Hussin - 139-177 Price Reaction to Stock Repurchase: Evidence from KLSE
by Lim Eng Hwa & Obiyathulla Ismath Bacha
2001, Volume 9, Issue 1&2
- 1-20 Stock Price Behaviour Of Malaysian Rights Issue On The Announcement And Ex-Right Dates
by Norhana Salamudin - 21-48 Accounting Earnings And Share Revaluation: Further Exploration
by Cheng Fan Fah & M.Ariff & Shamsher M. - 49-65 Causal Relationship Between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market
by Kok Kim Lian & Goh Kim Leng - 67-81 The Causes of Stock Market Volatility in Malaysia
by Izani Ibrahim & Mohd. Abdullah Jusoh - 83-110 Economic Value-Added in the Malaysian Listed Companies: A Preliminary Evidence
by Mansor Isa & Walter Lo - 111-128 Further Evidence On The Relationship Between Board Ownership And Firm Performance in Malaysia
by Ruhani Ali - 129-154 The Relationship between Stock Returns and Inflation: Evidence from Malaysia and Indonesia
by M. Shabri Abd. Majid & Ahamed Kameel Meera & Hassanuddeen Abdul Aziz & Mansor Ibrahim - 155-173 Team Spread and Stock Market Returns: The Information Content of the Malaysian Government Securities Yields
by Noor A. Ghazali & Rasidah Mohd. Said
2000, Volume 8, Issue 1&2
- 1-23 Auditor Switch Decision of Malaysian Listed Firms: Test of Determinants and Wealth Effect
by Huson Joher & M.Ali & Annuar M.N.M. Ariff & Shamsher M - 25-40 Financial Integration and Diversification Among Asean Equity Markets: A Malaysian Perspective
by Mansor H.Ibrahim - 41-61 The Relationship between Stock Price and Trading Volume: Evidence from Malaysia
by Ruhani Ali & Ahmadu Umaru Sanda - 63-88 Forecasting Sectoral Indices in The Kuala Lumpur Stock Exchange
by Goh Kim Leng & Gui Hui Keng - 89-107 An Empirical Analysis of Bank Stock Volatility and Trading Volume: Malaysian Evidence
by Wan Mansor Wan Mahmood - 109-122 Regulatory Intervention as An Explanation for the Initial Public Offer Premiums of Firms Listed on The Main and Second Board of The Kuala Lumpur Stock Exchange
by Shamsher Mohamad & Annuar Md Nasir - 123-145 Seasonal Anomalies of Stocks on The Kuala Lumpur Stock Exchange Second Board
by Foo May Wand & Kok Kim Lian
1999, Volume 7, Issue 1&2
- 1-46 Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market
by Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha - 47-74 Significance of Board of Listing And Type of Issue on the Under-Pricing and After-Market Performance of Malaysian IPOs
by Othman Yong & Puan Yatim & Ros Zam Zam Sapian - 75-86 Financial Liberalisation And Stock Market Volatility in Malaysia: A GARCH Approach
by Mansor H. Ibrahim - 87-99 ARCH and GARCH Based Tests on The Malaysian Stock Market, Interest Rate And Exchange Rate Before And During The Currency Turmoil
by Fauzias Mat Nor & Noor Azuddin Yakob & Zaidi Isa - 100-118 An Examination Of The Relationship Between Returns And Trading Volume In The Currency Futures Market: A Linear And Non-Linear Approach
by Wan Mansor Wan Mahmood - 119-131 An Empirical Analysis Of The Fisherian Hypothesis On The Malaysian Equity Market
by Noor A. Ghazali & Rodoni Ahmad
1998, Volume 6, Issue 1&2
- 1-17 Performance of Unit Trusts in An Emerging Market: A Case Study of Malaysia
by Ch’ng Teng Leong & Kok Kim Lian - 19-39 The Influence of Industry, Size and Earnings on Capital Structure of Malaysian Listed Companies
by Muhammad Mahmud - 41-54 Inter-Sectoral Linkages and Risk Diversification in the Kuala Lumpur Stock Exchange
by Tan Hui Boon - 55-68 The Examination of the Underpricing of Initial Public Offerings (IPOs) in Malaysia: 1990-1995
by Norita Mohd Nasir & Rosliza Mat Zin - 69-83 The Money Supply and Stock Prices: The Case of Malaysia
by Noor A. Ghazali & Noor A. Yakob - 85-99 Stock Market Seasonality and Chinese New Year Effects in the Far Eastern Markets
by Zamri Ahmad
1997, Volume 5, Issue 2
- 1-16 Does Ownership Structure Matter?
by Lam Swee Sum & Roderic Sng - 17-26 The Wealth Effect of Increase in Research & Development Expenditure Announcements of Companies Listed on the Kuala Lumpur Stock Exchange
by Shamsher Mohamad & Annuar Md Nasir - 27-44 Measuring Unit Trust Fund Performance Using Different Benchmarks
by Leong Kai Hin & Aw Mee Wah - 45-58 The Announcement Effects of Rights and Bonus Issues on Malaysian Stock Prices
by Mansor Md Isa & Tan Kok Hong - 59-68 Restoring Investor Confidence: An Appropriate Sanctions Regime for the Global Market
by Lee Foong Mee - 69-76 Section 176 of Companies Act 1965 – Some Issues and Implications
by Lee Khee Joo
1997, Volume 5, Issue 1
- 1-22 A Cross-Sectional Analysis Between Effect of Rights Issue Announcements and its Determinants
by Nur Adiana Haiu Adbullah - 23-33 New Evidence on Day of the Week Effect in the Malaysian Stock Market
by Mansor H. Ibrahim - 35-51 The Normality of Financial Ratios Distribution: An Empirical Evidence of Malaysian Firms
by Zaidi bin Isa - 53-65 Divisia Monetary Aggregates and Stock Prices in Malaysia: An Empirical Note
by Muzafar Shah Habibullah & Ahmad Zubaidi Baharumshah - 67-76 The Effectiveness of Graphics in Disclosing Quantitative Information on Market Risk: An Experimental Investigation
by Peter Casson & Sofri Yahya
1996, Volume 4, Issue 2
- 1-14 The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market
by Robert D. Brooks & Robert W. Faff & Mohamed Ariff - 15-29 Malaysian Evidence on the Robustness of the Day-of-the-week Effect
by Sinclair Davidson & Albert Peker - 31-46 Differential Estimation Risk and Firm Value: A Commentary
by Lam Swee Sum - 47-69 Who Gets the Bonus in Bonus Stock Issuance?
by Obiyathulla Ismath Bacha & Ahamed Kameel Meera - 71-81 Random Walk or Stationarity With-Structural Break in Malaysian Stock Prices: An Empirical Note
by Mansor H. Ibrahim
1996, Volume 4, Issue 1
- 1-19 Is the Malaysian Inter-Bank Foreign Exchange Market Efficienct? Some Recent Evidence Using the Cointegration Technique
by Ahmad Zubaidi Baharumshah & Muzafar Shah Habibullah - 21-32 Some Evidence on Short-Run Market Overreaction for the Kuala Lumpur Stock Exchange
by Noraini Mohd. Ariffin & David M. Power - 33-47 Who Actually Did Gain From The Underpricing of IPO’s
by Othman Yong - 49-61 Is There A Chinese New Year Effect in Malaysia?
by Sinclair Davidson & Albert Peker - 63-101 Cluster-Based Development: Macroeconomic Framework
by Muthi Samudram
1995, Volume 3, Issue 2
- 1-19 Performance of Property Trusts in the Kuala Lumpur Stock Exchange
by Kok Kim Lian & Khoo Liam Kim - 21-50 The Investment Performance of Unit Trust Funds in Malaysia
by Tan Hoon Chuan - 51-69 The Performance of Unit Trusts in Malaysia: Some Evidence
by Shamsher Mohamad & Annuar Mohd Nassir - 71-90 Are the Main and Second Board on the KLSE Integrated? Some Empirical Evidence
by Muzafar Shah Habibullah & Ahmad Zubaidi Baharumshah - 91-99 The Economic Viability of Some Commonly used technical Analysis Tools in the Malaysian Securities market
by Shamsher Mohamad & Ong Bey Tsong & Annuar Mohd Nassir
1995, Volume 3, Issue 1
- 1-16 Profile of Individual Investors in the Kelang Valley Area
by Mansor Md Isa & Lim Ching Fong - 17-32 Managerial Capital Budgeting Objectives Under Asymmetries Of Information: A Survey Of Recent Trends
by Daing Nasir Ibrahim & Faoziah Idris - 33-48 Measuring The Costs of IPO Underpricing- The Original Shareholders’ View
by Steven M. Dawson