Event study on the impact of the COVID-19 outbreak on the Malaysia stock market returns / Farah Hayati Mustapa

• Main Author: Mustapa, Farah Hayati
• Format: Article
• Language: English
• Published: UiTM Cawangan Negeri Sembilan 2022
• Subjects: Statistical data; Theory and method of social science statistics; Consumers. Consumer demand. Consumption
• Online Access: https://ir.uitm.edu.my/id/eprint/70164/1/70164.pdf; https://ir.uitm.edu.my/id/eprint/70164/
• Institution: Universiti Teknologi Mara

This study investigates the impact of the COVID-19 outbreak on the Malaysia stock market returns. We perform an ‘event study’ to investigate the effect of the announcement of the coronavirus as a global pandemic by the World Health Organization on 11th March 2020, on the KLCI stock returns. The his...