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Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit

Lau, Wee-Yeap; Yip, Tien-Ming - In: Asia-Pacific financial markets 26 (2019) 4, pp. 409-427

Persistent link: https://www.econbiz.de/10012309719

The impact of global financial crisis on IPO underpricing in Malaysian stock market

Leow Hon Wei; Lau, Wee-Yeap - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10011976142

Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?

Lau, Wee-Yeap; Go, You-How - In: Asia-Pacific financial markets 25 (2018) 2, pp. 137-157

Persistent link: https://www.econbiz.de/10012033002

Financial liberalization and stock market efficiency : causality analysis of emerging markets

Naghavi, Navaz; Lau, Wee-Yeap - In: Global economic review 45 (2016) 4, pp. 359-379

Persistent link: https://www.econbiz.de/10011657982

Constructing Fama-French factors from style indices : evidence from the Islamic equity market

Shaharuddin, Shahrin Saaid; Lau, Wee-Yeap; Rubi Ahmad - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1563-1572

Persistent link: https://www.econbiz.de/10011823898

New Islamic equity style indices : constructing and testing the efficacy of information transmission

Shaharuddin, Shahrin Saaid; Lau, Wee-Yeap; Rubi Ahmad - In: Cogent economics & finance 5 (2017) 1, pp. 1-19

The non-existence of commercially available Islamic Equity Style Indices from index providers such as MSCI especially on small value and small growth stocks motivates us to construct our new indices. Firstly, various index construction methods are compared. Secondly, this paper describes in...

Persistent link: https://www.econbiz.de/10011884556

Is the Fama French three-factor model relevant? : evidence from Islamic unit trust funds

Shahrin Saaid Shaharuddin; Lau, Wee-Yeap; Rubi Ahmad - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 4, pp. 21-34

Persistent link: https://www.econbiz.de/10011963888

Exploring the nexus between financial openness and informational efficiency : does the quality of institution matter?

Naghavi, Navaz; Lau, Wee-yeap - In: Applied economics 46 (2014) 7/9, pp. 674-685

Persistent link: https://www.econbiz.de/10010399006

Deep learning neural network for the prediction of Asian Tiger stock markets

Yap, Kok-Leong; Lau, Wee-Yeap; Izlin Ismail - In: International journal of financial engineering 8 (2021) 4, pp. 1-35

Persistent link: https://www.econbiz.de/10012815105

The Impact of Global Financial Crisis on IPO Underpricing in Malaysian Stock Market

Leow, Hon-Wei - 2015

This study examines the impact of global financial crisis (GFC) on Initial Public Offering (IPO) underpricing in the context of an emerging market from January 2006 to December 2011. Models consist of hierarchical and multivariate regressions have been evaluated. Our results show, firstly, by...

Persistent link: https://www.econbiz.de/10013022026