Article

Ab Razak, Ruzanna and Aminuddin Jafry, Nurul Hanis and Ismail, Noriszura (2020) Dependence measure of five-minutes returns compared to daily returns using static and dynamic copulas. Sains Malaysiana, 49 (8). pp. 2023-2034. ISSN 0126-6039

Ab Razak, Ruzanna and Ismail, Noriszura and Aridi, Nor Azliana (2016) Is Islamic stock market no different than conventional stock market? An evidence from Malaysia. International Business Management, 10 (17). pp. 3914-3920. ISSN 1993-5250

Al-Mulali, Usama and Solarin, Sakiru Adebola and Ozturk, Ilhan (2019) Examining the asymmetric effects of stock markets on Malaysia’s air pollution: a nonlinear ARDL approach. Environmental Science and Pollution Research, 26 (34). pp. 34977-34982. ISSN 0944-1344, 1614-7499

Al-hajj, Ekhlas and Al-Mulali, Usama and Solarin, Sakiru Adebola (2021) Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia. Economic Change and Restructuring. pp. 1-19. ISSN 1573-9414

Al-hajj, Ekhlas and Al-Mulali, Usama and Solarin, Sakiru Adebola (2018) Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test. Energy Reports, 4. pp. 624-637. ISSN 2352-4847

Chong, Lee Lee and Ong, Hway Boon and Tan, Siow Hooi (2021) Acceptability of mobile stock trading application: A study of young investors in Malaysia. Technology in Society, 64. p. 101497. ISSN 0160-791X

Dorasamy, Magiswary (2020) Improved Mode For A Back Test Of Magic Formula In Malaysian Stock Market. Research in Innovation Commercialization and Entrepreneurship Showcase (RICES 2020). ISSN 1511-8622

Khan, Mohammad Tariqul Islam and Tan, Siow Hooi and Chong, Lee Lee and Goh, Gerald Guan Gan (2023) Investment environment, stock market perception and stock investments after stock market crash. International Journal of Emerging Markets, 18 (10). ISSN 1746-8809

Lee, Pei Ling and Lee, Chin and Law, Siong Hook and Azman Saini, W. N. W. (2019) Analysing the Effect of Portfolio Concentration Index and Stock Market Correlation. Jurnal Ekonomi Malaysia, 53 (2). ISSN E-ISSN: 0126-1962 Print ISSN: 0126-1962

Lye, Chun Teck and Ng, Tuan Hock and Lim, Kwee Pheng and Gan, Chin Yee (2020) Investor protection and market reaction to unusual market activity replies. International Journal of Emerging Markets. ISSN 1746-8809

Ng, Sew Lai and Chong, Lee Lee and Chin, Wen Cheong (2020) Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator. Borsa Istanbul Review, 20 (1). S26-S39. ISSN 2214-8450

Tan, Siow Hooi and Chong, Lee Lee and Tey, Eng Xin and Lai, Ming Ming (2020) Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. North American Journal of Economics and Finance, 51. pp. 1-56. ISSN 1062-9408

Tong, Gee Kok and Ng, Keng Hoong and Yap, Wun She and Khor, Kok Chin (2021) Construction of Optimal Stock Market Portfolios Using Outlier Detection Algorithm. Communications in Computer and Information Science, 1489. pp. 160-173. ISSN 1865-0929

Wasiuzzaman, Shaista (2017) Religious anomalies in Islamic stock markets: The Hajj Effect in Saudi Arabia. Journal of Asset Management, 18 (3). pp. 157-162. ISSN 1470-8272, 1479-179X

Wasiuzzaman, Shaista (2018) Seasonality in the Saudi stock market: The Hajj effect. The Quarterly Review of Economics and Finance, 67. pp. 273-281. ISSN 1062-9769

Wasiuzzaman, Shaista and Abdullah Al-Musehel, Noura (2018) Mood, religious experience and the Ramadan effect. International Journal of Emerging Markets, 13 (1). pp. 290-307. ISSN 1746-8809

Wasiuzzaman, Shaista and Lim, Kean Hua (2017) Does institutional investors’ monitoring substitute for litigation in curbing insider trading? The case of Malaysia. Managerial Finance, 43 (1). pp. 141-151. ISSN 0307-4358

Book Section

Chong, Lu Sin and Lim, Kian Ming and Lee, Chin Poo (2020) Stock Market Prediction using Ensemble of Deep Neural Networks. In: 2020 IEEE 2nd International Conference on Artificial Intelligence in Engineering and Technology (IICAIET). IEEE, pp. 1-5. ISBN 978-1-7281-6946-0

Conference or Workshop Item

Aridi, Nor Azliana and Tan, Siow Hooi and Chin, Wen Cheong (2023) A stylized facts comparison between low-frequency and high-frequency data of Brazil stock market index. In: 5th ISM International Statistical Conference 2021: Statistics in the Spotlight: Navigating the New Norm, ISM 2021, 15-17 Aug 2021.

Lim, Jing Yee and Lim, Kian Ming and Lee, Chin Poo (2021) Stacked Bidirectional Long Short-Term Memory for Stock Market Analysis. In: 2021 IEEE International Conference on Artificial Intelligence in Engineering and Technology (IICAIET), 13-15 Sept. 2021, Kota Kinabalu, Malaysia.

Thesis

Wong, Zhen Yao (2016) Heterogeneous Stock Market Modelling and Market Risk Evaluation using High Frequency Information. Masters thesis, Multimedia University.