Behaviour of Stock Returns in Relation to General Elections: Evidence from Malaysian Stock Market

Citation

Tay, Lee Ying and Devinaga, Rasiah and Lai, Ming Ming (2016) Behaviour of Stock Returns in Relation to General Elections: Evidence from Malaysian Stock Market. Information, 19 (7(B)). pp. 2955-2959. ISSN 1343-4500

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Abstract

It is well established in finance literature that several factors affect performance of the financial market. Malaysia, being a developing country, has recently used the catchphrase of "democratic change" referring to contemporary Malaysian politics. This paper attempts to answer the question of how the Malaysia general election affect stock returns. To date, there are no empirical study that have adequately studied this subject.

Item Type: Article
Uncontrolled Keywords: General elections, Event study, Abnormal return, Cumulative abnormal return
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28-70 Management. Industrial Management
Divisions: Faculty of Business (FOB)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 16 Nov 2017 18:24
Last Modified: 16 Nov 2017 18:24
URII: http://shdl.mmu.edu.my/id/eprint/6483

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