Volume 7

Volume 7, Issue 1&2 pp. 1-131 (1999)

Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market
Pages 1-46
Abdul Jalil Ibrahim, Khairuddin Othman, Obiyathulla Ismath Bacha

Significance of Board of Listing And Type of Issue on the Under-Pricing and After-Market Performance of Malaysian IPOs
Pages 47-74
Othman Yong, Puan Yatim, Ros Zam Zam Sapian

Financial Liberalisation And Stock Market Volatility in Malaysia: A Garch Approach
Pages 75-86
Mansor H. Ibrahim

Arch and Garch Based Tests on The Malaysian Stock Market, Interest Rate And Exchange Rate Before And During The Currency Turmoil
Pages 87-99
Fauzias Mat Nor, Noor Azuddin Yakob, Zaidi Isa

An Examination Of The Relationship Between Returns And Trading Volume In The Currency Futures Market: A Linear And Non-Linear Approach
Pages 100-118
Wan Mansor Wan Mahmood

An Empirical Analysis Of The Fisherian Hypothesis On The Malaysian Equity Market
Pages 119-131
Noor A. Ghazali, Rodoni Ahmad

Volume 8

Volume 8, Issue 1&2 pp. 1-145 (2000)

Auditor Switch Decision of Malaysian Listed Firms: Test of Determinants and Wealth Effect
Pages 1-23
Huson Joher, M.Ali, Annuar M.N., M. Ariff , Shamsher M

Financial Integration and Diversification Among Asean Equity Markets: A Malaysian Perspective
Pages 25-40
Mansor H.Ibrahim

The Relationship between Stock Price and Trading Volume: Evidence from Malaysia
Pages 41- 61
Ruhani Ali, Ahmadu Umaru Sanda

Forecasting Sectoral Indices in The Kuala Lumpur Stock Exchange
Pages 63-88
Goh Kim Leng, Gui Hui Keng

An Empirical Analysis of Bank Stock Volatility and Trading Volume: Malaysian Evidence
Pages 89-107
Wan Mansor Wan Mahmood

Regulatory Intervention as An Explanation for the Initial Public Offer Premiums of Firms Listed on The Main and Second Board of The Kuala Lumpur Stock Exchange
Pages 109-122
Shamsher Mohamad, Annuar Md Nasir

Seasonal Anomalies of Stocks on The Kuala Lumpur Stock Exchange Second Board
Pages 123-145
Foo May Wand, Kok Kim Lian

Volume 9

Volume 9, Issue 1&2 pp. 1-173 (2001)

Stock Price Behaviour Of Malaysian Rights Issue On The Announcement And Ex-Right Dates
Pages 1-20
Norhana Salamudin

Accounting Earnings And Share Revaluation: Further Exploration
Pages 21-48
Cheng Fan Fah, Shamsher M.

Causal Relationship Between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market
Pages 49-65
Kok Kim Lian, Goh Kim Leng

The Causes of Stock Market Volatility in Malaysia
Pages 67-81
Izani Ibrahim, Mohd. Abdullah Jusoh

Economic Value-Added in the Malaysian Listed Companies: A Preliminary Evidence
Pages 83-110
Mansor Isa, Walter Lo

Further Evidence On The Relationship Between Board Ownership And Firm Performance in Malaysia
Pages 111-128
Ruhani Ali

The Relationship between Stock Returns and Inflation: Evidence from Malaysia and Indonesia
Pages 129-154
M. Shabri Abd. Majid, Ahamed Kameel Meera, Hassanuddeen Abdul Aziz, Mansor Ibrahim

Team Spread and Stock Market Returns: The Information Content of the Malaysian Government Securities Yields
Pages 155-173
Noor A. Ghazali, Rasidah Mohd. Said

Volume 10

Volume 10, Issue 2 pp. 1-75 (2002)

Domestic Money, Foreign Money and the Performance of Malaysian Common Stocks: A Long Run Equilibrium Analysis
Pages 1-20
Noor A Ghazali, Soo-Wah Low

Income Smoothing and Market Perception of Accounting Numbers: An Empirical Investigation of Extraordinary Items
Pages 21-42
Wan Adibah Wan Ismail, Khairul Anuar Kamarudin, Muhd Kamil Ibrahim

Announcements Effect of Corporate Name Change: Failed vs Non-Failed Firms
Pages 43-60
Zulkarnain Muhamad Sori, Shamser Mohamad, Annuar Md Nassir, Mohamad Ali Abdul Hamid

Financial Goals Choices and Performance of Firms in Malaysia
Pages 61-75
IM Pandey

Volume 11

Volume 11, Issue 1&2 pp. 1-115 (2003)

Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange
Pages 1-22
Azhar Mohamad, Obiyathulla Ismath Bacha, Mansor Ibrahim

Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity
Pages 23-40
Chan Tze Haw, Khong Wye Leong Roy, Zubaidi Baharumshah

Speculative Influences In The Stock Market: A Case Study of Kuala Lumpur Stock Exchange
Pages 41-63
Fatimah Wati Ibrahim, Rahana Abd Rahman

Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter?
Pages 65-80
Hock-Ann Lee, Kian-Ping Lim, M. Azali

The Effect of Term Spreads On Malaysian Commercial Bank Activity
Pages 81-115
Rasidah Mohd. Said

Volume 12

Volume 12, Issue 1&2 pp. 1-77 (2004)

Security Analysts’ Monitoring Activity: Does it Reduce Agency Costs?
Pages 1-16
Ahmad Rizal Mazlan, Nur Adiana Hiau Abdullah

Response Asymmetries in the Linkages of Asean-5 Equity Prices
Pages 17-34
Mansor H. Ibrahim

Long-Run Trade Competitiveness and Exchange Rate Misalignments in ASEAN-5
Pages 35-56
Kwek Kian-Teng, Cho Cho-Wai

Bank Loan Loss Provisioning: An Examination of Capital Management, Income Smoothing and Cyclicality Hypotheses
Pages 57-77
Roselee Shah Shaharudin, Abd. Ghafar Ismail

Volume 13

Volume 13, Issue 1&2 pp. 1-79 (2005)

Ownership Structure, Motives and Corporate Takeover Performance of Malaysian Public Listed Firms
Pages 1-19
Saw-Imm Song, Ruhani Ali, Subramaniam Pillay

Operating Performance of Initial Public Offerings in Malaysia
Pages 21-32
Zamri Ahmad, Lim Suh Mei

Gearing Differences Across Malaysian Public Listed Companies
Pages 33-46
Sharifah Raihan Syed Mohd Zain

Price Limits Performance: Evidence from the Kuala Lumpur Stock Exchange
Pages 47-64
Fauzias Mat Nor, Zulkifli Deraman

Financial Openness and Bank Development: The Experience of East Asia
Pages 65-79
Noor A. Ghazali, Kent Matthews

Volume 14

Volume 14, Issue 1&2 pp. 1-80 (2006)

Determinants of Asset Write-offs in Malaysia: The Economic Crisis Effect
Pages 1-16
Norman Mohd Saleh, Romlah Jaffar

The Integration of Residential Real Estate Market and Stock Market: Assessment Using the ARDL Approach
Pages 17-26
Nur Adiana Hiau Abdullah, Wong Woei Chyuan

Estimating and Forecasting Volatility of the Malaysian Stock Market Using a Combination of Kalman Filter and GARCH Models
Pages 27-42
Cheah Lee Hen, Zainudin Arsad

Linking Bank Efficiency and Share Price Performance: Evidence from the Singaporean Banking Industry
Pages 43-64
Fadzlan Sufian, Muhd- Zulkhibri Abdul Majid

Stock Market Linkages in the ASEAN-5 Region and Implications on Seasonality Effect
Pages 65-80
Ruzita Abd-Rahim, Abu Hassan Shaari Mohd. Nor, Dwipraptono Agus Harjito

Volume 15

Volume 15, Issue 1&2 pp. 1-101 (2007)

Regulations and Underpricing of IPOs
Pages 1-27
Kamarun Nisham Taufil Mohd

Fama-French Model Explanations of the Stock Market Anomaly
Pages 29-51
Ruzita Abdul-Rahim

Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
Pages 53-71
Chan Tze-Haw, Ahmad Zubaidi Baharumshah, Evan Lau

The Integration Effect of Ownership Structure and Board Governance on Dividends: Evidence from Malaysian Listed Firms
Pages 73-101
Fauzias Mat Nor, Zunaidah Sulong