Stock overreaction and financial bubbles: Evidence from Malaysia

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dc.contributor.authorAli, Norli
dc.contributor.authorNassir, Annuar Md
dc.contributor.authorHassan, Taufiq
dc.contributor.authorAbidin, Sazali Zainal
dc.date.accessioned2010-02-02T03:13:08Z
dc.date.available2010-02-02T03:13:08Z
dc.date.issued2009-09
dc.description.abstractThis 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 behavior in the market. However, when the study split the analysis into two sub-periods, evidence of stock overreaction behaviour becomes significant in the pre-crisis sub-period, but there is no significant evidence of financial bubbles in the same sub-period. During the post crisis, evidence of stock overreaction seems to diminish, and evidence of financial bubbles however, is observed in the period. This study believes that evidence of bubbles observed in the Malaysian stock market in the post crisis period is due to stock overreaction that took place in the market prior to the crisis.en
dc.format.mimetypeapplication/pdf
dc.identifier.citationAli, N., Nassir, N.M., Hassan, T. & Abidin, S.Z. (2009). Stock overreaction and financial bubbles: Evidence from Malaysia. Journal of Money, Investment and Banking, 11, 90-101.en
dc.identifier.issn1705-9232
dc.identifier.urihttps://hdl.handle.net/10289/3541
dc.language.isoen
dc.publisherEuroJournals Publishingen
dc.relation.isPartOfJournal of Money, Investment and Bankingen_NZ
dc.relation.urihttp://www.eurojournals.com/JMIB11.htmen
dc.rightsThis article is published in the Journal of Money, Investment and Banking. © EuroJournals Publishing, Inc. 2009.en
dc.subjectstock overreactionen
dc.subjectbubblesen
dc.subjectDuration Dependenceen
dc.subjectmean reversionen
dc.titleStock overreaction and financial bubbles: Evidence from Malaysiaen
dc.typeJournal Articleen
pubs.begin-page1en_NZ
pubs.elements-id34601
pubs.end-page16en_NZ
pubs.issueSeptemberen_NZ
pubs.volume11en_NZ
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