Now showing items 1-3 of 3

  • Does bursa Malaysia overreact?

    Ali, Norli; Nassir, Annuar Md; Hassan, Taufiq; Abidin, Sazali Zainal (2009)
    Findings for the whole period from January 1987 to December 2006 reveal that loser has insignificantly becomes loser and winner has significantly reversed in the subsequent period. Arbitrage portfolio does not provide any ...
  • Stock overreaction and financial bubbles: Evidence from Malaysia

    Ali, Norli; Nassir, Annuar Md; Hassan, Taufiq; Abidin, Sazali Zainal (EuroJournals Publishing, 2009-09)
    This paper attempts to seek linkage between stock overreaction behaviour and financial bubbles in the Malaysian stock market. Monthly data over a period between January 1987 and December 2006 shows no clear evidence of ...
  • Stock Overreaction Behaviour in Bursa Malaysia: Does the Length of the Formation Period Matter?

    Ali, Norli; Nassir, Annuar Md; Hassan, Taufiq; Abidin, Sazali Zainal (British Academic Journals, 2011)
    This paper investigates whether stock overreaction behaviour in Malaysian stock market is sensitive to the length of the formation period. Using the basic framework of De Bondt and Thaler (1985), this study find that stock ...

Taufiq Hassan has 3 co-authors in Research Commons.