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...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/67772/1/JCMS-04-2018-0012.pdf http://irep.iium.edu.my/67772/ https://www.emeraldinsight.com/doi/full/10.1108/JCMS-04-2018-0012 |
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| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English |