Sifat, Imtiaz; Azhar Mohamad; Zarinah Hamid - In: Journal of capital markets studies 2 (2018) 2, pp. 121-135
Purpose - Magnet effect entails a hypothesis in market microstructure entailing a systemic likelihood of prices being sucked toward the theoretical threshold. The purpose of this paper is to investigate the existence of magnet effect in Bursa Malaysia via overnight...