The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin

Kamaruddin, Azmah (1995) The impact of extended KLSE trading hours on market volatility / Azmah Kamaruddin. [Student Project] (Unpublished)

Abstract

In this paper the impact of the increased Kuala Lumpur Stock Exchange trading hours on market index and trading volume is examined. Trading hours were increased on 22 July 1992 from 10.00am - 4.00pm to 9.30am - 5.00pm. Volume traded and market index increased on the day the trading hours were extended. This is consistent with extended trading hours, increased the transmission of information into market prices. The relationship between volume and market index is also examined. The results show that there exist positive relationship between volume and market index.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Kamaruddin, Azmah 93004131
Contributors:	Contribution Name Email / ID Num. Thesis advisor Abd. Rahman, Naru Aini UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions:	Universiti Teknologi MARA, Shah Alam > Faculty of Business and Management
Programme:	Advanced Diploma in Business Studies (Finace)
Keywords:	Market index, trading volume, market prices
Date:	1995
URI:	https://ir.uitm.edu.my/id/eprint/95364