Capital Markets Review

1993 - 2024

Current editor(s): Hooy Chee Wooi

From Malaysian Finance Association
Bibliographic data for series maintained by Capital Market Review ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 15, issue 1&2, 2007

Regulations and Underpricing of IPOs pp. 1-27

Kamarun Nisham Taufil Mohd

Fama-French Model Explanations of the Stock Market Anomaly pp. 29-51

Ruzita Abdul-Rahim

Real Financial Integration among the East Asian Economies: A SURADF Panel Approach pp. 53-71

Tze-Haw Chan, Ahmad Zubaidi Baharumshah and Evan Lau

The Integration Effect of Ownership Structure and Board Governance on Dividends: Evidence from Malaysian Listed Firms pp. 73-101

Fauzias Mat Nor and Zunaidah Sulong

Volume 14, issue 1&2, 2006

Determinants of Asset Write-offs in Malaysia: The Economic Crisis Effect pp. 1-16

Norman Mohd Saleh and Romlah Jaffar

The Integration of Residential Real Estate Market and Stock Market: Assessment Using the ARDL Approach pp. 17-26

Nur Adiana Hiau Abdullah and Woei Chyuan Wong

Estimating and Forecasting Volatility of the Malaysian Stock Market Using a Combination of Kalman Filter and GARCH Models pp. 27-42

Cheah Lee Hen and Zainudin Arsad

Linking Bank Efficiency and Share Price Performance: Evidence from the Singaporean Banking Industry pp. 43-64

Fadzlan Sufian and Muhamed Zulkhibri

Stock Market Linkages in the ASEAN-5 Region and Implications on Seasonality Effect pp. 65-80

Ruzita Abd-Rahim, Abu Hassan Shaari Mohd. Nor and Dwipraptono Agus Harjito

Volume 13, issue 1&2, 2005

Ownership Structure, Motives and Corporate Takeover Performance of Malaysian Public Listed Firms pp. 1-19

Saw-Imm Song, Ruhani Ali and Subramaniam Pillay

Operating Performance of Initial Public Offerings in Malaysia pp. 21-32

Zamri Ahmad and Lim Suh Mei

Gearing Differences Across Malaysian Public Listed Companies pp. 33-46

Sharifah Raihan Syed Mohd Zain

Price Limits Performance: Evidence from the Kuala Lumpur Stock Exchange pp. 47-64

Fauzias Mat Nor and Zulkifli Deraman

Financial Openness and Bank Development: The Experience of East Asia pp. 65-79

Noor A. Ghazali and Kent Matthews

Volume 12, issue 1&2, 2004

Security Analysts’ Monitoring Activity: Does it Reduce Agency Costs? pp. 1-16

Ahmad Rizal Mazlan and Nur Adiana Hiau Abdullah

Response Asymmetries in the Linkages of Asean-5 Equity Prices pp. 17-34

Mansor Ibrahim

Long-Run Trade Competitiveness and Exchange Rate Misalignments in ASEAN-5 pp. 35-56

Kwek Kian-Teng and Cho Cho-Wai

Bank Loan Loss Provisioning: An Examination of Capital Management, Income Smoothing and Cyclicality Hypotheses pp. 57-77

Roselee Shah Shaharudin and Abd Ghafar Ismail Ismail

Volume 11, issue 1&2, 2003

Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange pp. 1-22

Azhar Mohamad, Obiyathulla Bacha and Mansor Ibrahim

Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity pp. 23-40

Tze-Haw Chan, Khong Wye Leong Roy and Ahmad Zubaidi Baharumshah

Speculative Influences In The Stock Market: A Case Study of Kuala Lumpur Stock Exchange pp. 41-63

Fatimah Wati Ibrahim and Rahana Abd Rahman

Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? pp. 65-80

Hock-Ann Lee, Kian-Ping Lim and M Azali

The Effect of Term Spreads On Malaysian Commercial Bank Activity pp. 81-115

Rasidah Mohd. Said

Volume 10, issue 2, 2002

Domestic Money, Foreign Money and the Performance of Malaysian Common Stocks: A Long Run Equilibrium Analysis pp. 1-20

Noor A Ghazali and Soo-Wah Low

Income Smoothing and Market Perception of Accounting Numbers: An Empirical Investigation of Extraordinary Items pp. 21-42

Wan Adibah Wan Ismail, Khairul Anuar Kamarudin and Muhd Kamil Ibrahim

Announcements Effect of Corporate Name Change: Failed vs Non-Failed Firms pp. 43-60

Zulkarnain Muhamad Sori, Shamser Mohamad, Annuar Md Nassir and Mohamad Ali Abdul Hamid

Financial Goals Choices and Performance of Firms in Malaysia pp. 61-75

I.M. Pandey

Volume 10, issue 1, 2002

Are Values of Malaysian Companies Affected By Foreign Exchange Rate Changes? pp. 1-21

Subramaniam S.Pillay and Gary Rangel

Capital Structure and Market Power Interaction: Evidence From Malaysia pp. 23-40

I.M. Pandey

Multi-Index CAPM vs APT: A Comparison Of Two Asset Pricing Models For Malaysia pp. 41-66

Ch’ng Hock Khoon and Gupta G.s

Portfolio Formation Using Islamic- Approved Stock in Malaysia pp. 67-86

Mohd Hasimi Yaacob and Noor Azuddin Yakob

Mint Determination of Firm Debt, Ownership Structure on Firm Performance: A Methodology Review pp. 87-114

Augustinus Setiawan S and Fauziah M. Taib

Price Randomness, Fundamental Factors, and Stock Market Contrarian Strategy: Further Evidence on Malaysian Stock Market pp. 115-137

Fauzias Mat Nor, Lai Ming Ming and A. Manaf bin Hussin

Price Reaction to Stock Repurchase: Evidence from KLSE pp. 139-177

Lim Eng Hwa and Obiyathulla Bacha

Volume 9, issue 1&2, 2001

Stock Price Behaviour Of Malaysian Rights Issue On The Announcement And Ex-Right Dates pp. 1-20

Norhana Salamudin

Accounting Earnings And Share Revaluation: Further Exploration pp. 21-48

Cheng Fan Fah, Mohamed Ariff and Shamsher M.

Causal Relationship Between Local and Foreign Tranche Stock Returns in the Malaysian Securities Market pp. 49-65

Kok Kim Lian and Kim-Leng Goh

The Causes of Stock Market Volatility in Malaysia pp. 67-81

Izani Ibrahim and Mohd. Abdullah Jusoh

Economic Value-Added in the Malaysian Listed Companies: A Preliminary Evidence pp. 83-110

Mansor Isa and Walter Lo

Further Evidence On The Relationship Between Board Ownership And Firm Performance in Malaysia pp. 111-128

Ruhani Ali

The Relationship between Stock Returns and Inflation: Evidence from Malaysia and Indonesia pp. 129-154

M. Shabri Abd. Majid, Ahamed Kameel Meera, Hassanuddeen Abdul Aziz and Mansor Ibrahim

Team Spread and Stock Market Returns: The Information Content of the Malaysian Government Securities Yields pp. 155-173

Noor A. Ghazali and Rasidah Mohd. Said

Volume 8, issue 1&2, 2000

Auditor Switch Decision of Malaysian Listed Firms: Test of Determinants and Wealth Effect pp. 1-23

Huson Joher, Majid Ali, Mohamed Ariff and Shamsher M

Financial Integration and Diversification Among Asean Equity Markets: A Malaysian Perspective pp. 25-40

Mansor Ibrahim

The Relationship between Stock Price and Trading Volume: Evidence from Malaysia pp. 41- 61

Ruhani Ali and Ahmadu Umaru Sanda

Forecasting Sectoral Indices in The Kuala Lumpur Stock Exchange pp. 63-88

Kim-Leng Goh and Gui Hui Keng

An Empirical Analysis of Bank Stock Volatility and Trading Volume: Malaysian Evidence pp. 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 pp. 109-122

Shamsher Mohamad and Annuar Md Nasir

Seasonal Anomalies of Stocks on The Kuala Lumpur Stock Exchange Second Board pp. 123-145

Foo May Wand and Kok Kim Lian

Volume 7, issue 1&2, 1999

Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market pp. 1-46

Abdul Jalil Ibrahim, Khairuddin Othman and Obiyathulla Bacha

Significance of Board of Listing And Type of Issue on the Under-Pricing and After-Market Performance of Malaysian IPOs pp. 47-74

Othman Yong, Puan Yatim and Ros Zam Zam Sapian

Financial Liberalisation And Stock Market Volatility in Malaysia: A GARCH Approach pp. 75-86

Mansor Ibrahim

ARCH and GARCH Based Tests on The Malaysian Stock Market, Interest Rate And Exchange Rate Before And During The Currency Turmoil pp. 87-99

Fauzias Mat Nor, Noor Azuddin Yakob and Zaidi Isa

An Examination Of The Relationship Between Returns And Trading Volume In The Currency Futures Market: A Linear And Non-Linear Approach pp. 100-118

Wan Mansor Wan Mahmood

An Empirical Analysis Of The Fisherian Hypothesis On The Malaysian Equity Market pp. 119-131

Noor A. Ghazali and Rodoni Ahmad