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The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility
2014
Afro-Asian J of Finance and Accounting
In this paper, we examine the predictive ability of consumer sentiment volatility on the volatility of stock returns in Malaysia. We also investigate the relationship between volatility of consumer sentiment and volatility of stock market returns with a focus on the 2008 global financial crisis. The consumer sentiment index is derived from a national survey of 1,200 Malaysian households including a measurement of the level of consumers' optimism or pessimism in regards to the economy. Although
doi:10.1504/aajfa.2014.067018
fatcat:2w3k6lxkw5csvbaovxbkdnotwy