An investigation of magnet effect via overnight returns: the Malaysian case

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 returns. Design/methodology/appro...

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Bibliographic Details
Main Authors: Mohamad, Azhar, Sifat, Imtiaz Mohammad, Hamid, Zarinah
Format: Article
Language:English
Published: Emerald 2018
Subjects:
Online Access:http://irep.iium.edu.my/67772/
http://irep.iium.edu.my/67772/
http://irep.iium.edu.my/67772/
http://irep.iium.edu.my/67772/1/JCMS-04-2018-0012.pdf

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