- Article
The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?
- Mohammad Enamul Hoque,
- Soo-Wah Low and
- Mohd Azlan Shah Zaidi
This study explores Malaysian oil and gas stocks’ exposure to oil and gas risk factors, paying special attention to subindustry classification, stock size, book-to-market value, and volatility state. The study employs firm-level weekly frequenc...