This study examines pricing implications of size, value, illiquidity and momentum effects in Malaysian stock returns. It employs time series and panel methods in testing APT-motivated pricing models over a sample period of 14 years up to 2013. Results indicate the significance of illiquidity...

This study aims to explore the potential factors that influence the adoption of ChatGPT as a tool for searching finance related information. The findings indicate that ease of use, usefulness, herding behavior, and social influence significantly affect users’ intention to use ChatGPT for...

This paper presents "Dividend Announcements and Stock Market Reaction in Kuala Lumpur Stock Exchange." Using an event study approach, the evidence shows that dividend increase announcements are greeted positively by investors, while there are some evidences suggesting investors react negatively...

Purpose – The purpose of this paper is to examine the effects of the current global crisis on the integration and co‐movements of selected stock index futures markets. Design/methodology/approach – Time series techniques of cointegration and weekly data covering the period from January...

This study examines the pattern of asset allocation and the performance of unit trust in Malaysia over the post crisis period by using risk-adjusted performance measures and multi-factor model from the year 2000 to 2004. Evidence from the statistics suggests that an active asset allocation...

The aim of this paper is to analyse the influence of a company's level of earnings and growth opportunities in determining the dividend policy choice of Malaysian-listed firms. The analysis is based on a sample of 136 firms listed on the Bursa Malaysia Index over a period of six years, from 1990...