Elshareif, Elgilani E.; Hasanov, Akram S.; Tan, Hui-Boon - Business School, University of Nottingham - 2009
This paper analyzes the behavior of Malaysian stock market during the intervals of high uncertainty. It highlights the impact of unexpected volatility shifts on this small emerging Asian market, in terms of its efficiency and returns, during the past two decades. The purpose of this study is...
