Bursa Malaysia index series revision effects on market microstructure
This thesis presents three interrelated empirical chapters on the Bursa Malaysia index series revisions effects on market microstructure. In the first empirical chapter, “The Effect of Changes in the Composition of the FTSE Bursa Malaysia Indices on Stock Price and Volume", the effect of re-con...
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University of Hull
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.702410 |