The effect of goods and services tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia

• Main Authors: Lee, Yok Yong, Yahya, Mohamed Hisham, Amin Noordin, Bany Ariffin, Selamat, Aslam Izah
• Format: Article
• Language: English
• Published: Penerbit UKM 2019
• Online Access: http://psasir.upm.edu.my/id/eprint/82402/1/The%20effect%20of%20goods%20and%20services%20tax%20%28GST%29%20imposition%20on%20stock%20market%20overreaction%20and%20trading%20volume%20in%20Malaysia%20and%20Australia.pdf; http://psasir.upm.edu.my/id/eprint/82402/; http://ejournals.ukm.my/pengurusan/article/view/20535
• Institution: Universiti Putra Malaysia

This paper investigates the GST imposition effect on stock overreaction and trading volume in Bursa Malaysia and Australian Securities Exchange (ASX). To evaluate the stock overreaction, t-test, Wilcoxon Signed-Rank Test and Mann-Whitney U-Test are employed to analyse the market-adjusted ab...