Impact of extended trading hours in market microstructure: evidence from the Kuala Lumpur stock exchange
This study investigates the impact of extended trading hours on market microstructures as measured by market volatility, trading volume, autocorrelation coefficients and the speed of price adjustment to new information. Based on the daily observations for the KLSE index from 28 January 1992 to...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2015
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/63960 |
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| 機構: | Nanyang Technological University |
| 語言: | English |