The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore
Jordan Ngu Chuan Yong; Sayyed Mahdi Ziaei; Kenneth Szulczyk · 2021 · Asian Economic and Financial Review
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
In this study, the volatility of two Asian stock markets, Bursa Malaysia and Singapore Exchange, is estimated. The analysis used data on daily closing prices of the indices of the respective stock markets between July 1, 2019 and August…
Excerpt shown for reference under fair use — read the full paper at the publisher.
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Metadata source: OpenAlex · DOI 10.18488/journal.aefr.2021.113.191.204