Open AccessStock return volatility during SARS and COVID-19: Comparison between Malaysia and China's stock markets
Author(s) -
Siti Raihana Hamzah,
Azah Syafinaz Azhar,
Norizarina Ishak,
Ahmad Fadly Nurullah Raseedee
Publication year - 2022
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0092822
Subject(s) - econometrics , volatility (finance) , autoregressive conditional heteroskedasticity , leverage effect , forward volatility , covid-19 , economics , stock (firearms) , pandemic , stock market , stochastic volatility , financial economics , geography , medicine , disease , archaeology , infectious disease (medical specialty) , context (archaeology)
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom