Ooi Kok Loang
Biographic Data
| ID | 6914825 |
|---|---|
| NAME | Ooi Kok Loang |
| GIVEN NAMES | Ooi Kok |
| FAMILY NAME | Loang |
| SIGNATURE | LOANG O K |
| AFFILIATIONS | University of Malaya |
| ORCID | 0000-0003-0412-8899 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 1 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Framing the Market
This study explores the dynamic interplay between brand visibility, investor sentiment, and stock market reactions across the United States, China, and India. Leveraging signalling and media framing theories, we develop a novel Brand Visibility Score (BVS) that incorporates sentiment polarity, topic salience, and engagement metrics derived from financial social media platforms. Using panel regression models and marginal analysis over 5,490 firms …
When Sentiment Speaks Louder Than Analysts
This study investigates sectoral and market-wide herding behaviour in Bursa Malaysia by examining the influence of market returns, realized investor sentiment, market liquidity and analyst recommendations. Using high-frequency intraday data from 239 listed firms spanning January 2020 to January 2024, herding is measured through the cross-sectional absolute deviation (CSAD) method. Fixed-effects panel regressions and quantile regressions are emplo…
Can Herding Be Adaptive? Evidence from Markets Sentiment, News Sentiment and Happiness in Global Energy Markets
This study investigates the adaptive nature of herding behaviour in global energy markets, focusing on the USA, Europe and Asia, from January 2013 to December 2023. Utilizing advanced sentiment analysis tools, including Thomson Reuters MarketPsych Indices, Bloomberg Sentiment Analysis and the Hedonometer, this study captures real-time fluctuations in market mood. By employing Cross-Sectional Absolute Deviation models, static regression, rolling r…
Psychological Drivers of Herding and Market Overreaction
Does Volatility Cause Herding in Malaysian Stock Market? Evidence from Quantile Regression Analysis
This study examines the existence, tendency and determinants of herding in the Malaysian stock market under market stress from 2016 to 2020. This study adopts ordinary least square and quantile regression models to estimate herding. Three types of measurements are used to capture volatility, which are realized volatility, Parkinson volatility and Garman and Klass volatility. The result shows that herding exists in the Malaysian stock market. Inve…
No prominent works on this page.
Does Volatility Cause Herding in Malaysian Stock Market? Evidence from Quantile Regression Analysis
This study examines the existence, tendency and determinants of herding in the Malaysian stock market under market stress from 2016 to 2020. This study adopts ordinary least square and quantile regression models to estimate herding. Three types of measurements are used to capture volatility, which are realized volatility, Parkinson volatility and Garman and Klass volatility. The result shows that herding exists in the Malaysian stock market. Inve…
Psychological Drivers of Herding and Market Overreaction
Can Herding Be Adaptive? Evidence from Markets Sentiment, News Sentiment and Happiness in Global Energy Markets
This study investigates the adaptive nature of herding behaviour in global energy markets, focusing on the USA, Europe and Asia, from January 2013 to December 2023. Utilizing advanced sentiment analysis tools, including Thomson Reuters MarketPsych Indices, Bloomberg Sentiment Analysis and the Hedonometer, this study captures real-time fluctuations in market mood. By employing Cross-Sectional Absolute Deviation models, static regression, rolling r…
Framing the Market
This study explores the dynamic interplay between brand visibility, investor sentiment, and stock market reactions across the United States, China, and India. Leveraging signalling and media framing theories, we develop a novel Brand Visibility Score (BVS) that incorporates sentiment polarity, topic salience, and engagement metrics derived from financial social media platforms. Using panel regression models and marginal analysis over 5,490 firms …
When Sentiment Speaks Louder Than Analysts
This study investigates sectoral and market-wide herding behaviour in Bursa Malaysia by examining the influence of market returns, realized investor sentiment, market liquidity and analyst recommendations. Using high-frequency intraday data from 239 listed firms spanning January 2020 to January 2024, herding is measured through the cross-sectional absolute deviation (CSAD) method. Fixed-effects panel regressions and quantile regressions are emplo…
Herding (4 works) · Economics (3 works) · Financial economics (3 works) · Financial Markets and Investment Strategies (3 works) · Emerging markets (2 works) · Market Dynamics and Volatility (2 works) · Stock market (2 works) · Volatility (finance (2 works) · Business (1 work) · Capital asset pricing model (1 work)