Is the Hong Kong Stock Market Asymmetrical in Behavior?

This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong...

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Main Authors:	Liew, Venus Khim-Sen, Chia, Ricky Chee-Jiun, Syed Azizi Wafa, Syed Khalid Wafa
Format:	E-Article
Language:	English
Published:	EconBiz 2015
Subjects:	H Social Sciences (General)
Online Access:	http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/17989/ https://www.researchgate.net/publication/301548678
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Institution:	Universiti Malaysia Sarawak
Language:	English

id	my.unimas.ir.17989
record_format	eprints
spelling	my.unimas.ir.179892017-10-09T03:54:56Z http://ir.unimas.my/id/eprint/17989/ Is the Hong Kong Stock Market Asymmetrical in Behavior? Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa H Social Sciences (General) This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market. EconBiz 2015-01 E-Article PeerReviewed text en http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf Liew, Venus Khim-Sen and Chia, Ricky Chee-Jiun and Syed Azizi Wafa, Syed Khalid Wafa (2015) Is the Hong Kong Stock Market Asymmetrical in Behavior? The Empirical Economics Letters, 14 (1). ISSN 1681-8997 https://www.researchgate.net/publication/301548678
institution	Universiti Malaysia Sarawak
building	Centre for Academic Information Services (CAIS)
collection	Institutional Repository
continent	Asia
country	Malaysia
content_provider	Universiti Malaysia Sarawak
content_source	UNIMAS Institutional Repository
url_provider	http://ir.unimas.my/
language	English
topic	H Social Sciences (General)
spellingShingle	H Social Sciences (General) Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa Is the Hong Kong Stock Market Asymmetrical in Behavior?
description	This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market.
format	E-Article
author	Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa
author_facet	Liew, Venus Khim-Sen Chia, Ricky Chee-Jiun Syed Azizi Wafa, Syed Khalid Wafa
author_sort	Liew, Venus Khim-Sen
title	Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_short	Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_full	Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_fullStr	Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_full_unstemmed	Is the Hong Kong Stock Market Asymmetrical in Behavior?
title_sort	is the hong kong stock market asymmetrical in behavior?
publisher	EconBiz
publishDate	2015
url	http://ir.unimas.my/id/eprint/17989/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/17989/ https://www.researchgate.net/publication/301548678
_version_	1644512753804640256

Is the Hong Kong Stock Market Asymmetrical in Behavior?

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