Zamri Ahmad
Biographic Data
| ID | 6914890 |
|---|---|
| NAME | Zamri Ahmad |
| GIVEN NAMES | Zamri |
| FAMILY NAME | Ahmad |
| SIGNATURE | AHMAD Z |
| AFFILIATIONS | Universiti Sains Malaysia |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
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…
Econometrics (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Forward volatility (1 work) · Herd behavior (1 work) · Herding (1 work) · Implied volatility (1 work) · Market Dynamics and Volatility (1 work) · Quantile (1 work)