Pei Pei Tan

Economics, Econometrics and Finance · Social Sciences

5h-index207citations21works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(8), Market Dynamics and Volatility(7), Financial Risk and Volatility Modeling(5), Monetary Policy and Economic Impact(4), Stock Market Forecasting Methods(4)

Publications21 total

Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency
Preprints.org·2024Open Access
Development and Validation of a Malaysian Blood Donor's Satisfaction Questionnaire
Zenodo (CERN European Organization for Nuclear Research)·2021Open Access
Social Work in Residential Settings
WORLD SCIENTIFIC eBooks·2020
Exploring the relationship between motivation and science achievement of secondary students
The University of Malaya Research Repository (University of Malaya)·2018· 19 cited
Econometric analysis of stock returns and idiosyncratic volatility
Monash University·2017Open Access
Econometric analysis of stock returns and idiosyncratic volatility
Figshare·2017Open Access
Econometric analysis of stock returns and idiosyncratic volatility
Monash University·2017Open Access
Heterogenous market hypothesis evaluation using multipower variation volatility
Communications in Statistics - Simulation and Computation·2016· 4 cited
Modelling Price Movement in Trading Volume-Volatility Relations
2015· 2 cited
Real Interest Rate and House Prices in Malaysia: An Empirical Study
Economics bulletin·2015· 8 cited
Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective
Global Economic Review·2015
Gaining customer knowledge in low cost airlines through text mining
Industrial Management & Data Systems·2014· 125 cited
A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis
Physica A Statistical Mechanics and its Applications·2014· 23 cited
Population projection for development planning in Malaysia / Tey Nai Peng, Ng Sor Tho and Tan Pei Pei
2014
A study of consumer satisfaction toward service quality in Airasia Malaysia
2012
It is the Short-Run Idiosyncratic Risk that May Matter: Evidence from Multiresolution Analysis
SSRN Electronic Journal·2012Open Access
A wavelet based investigation of long memory in stock returns
Physica A Statistical Mechanics and its Applications·2011· 23 cited
Are Asia-Pacific Stock Markets Predictable? Evidence From Wavelet-Based Fractional Integration Estimator
Zenodo (CERN European Organization for Nuclear Research)·2011· 3 citedOpen Access
Trading Volume and Volatility: Evidence of an Asymmetric Effect Due to Up/Down Price Movement
SSRN Electronic Journal·2011Open Access
Idiosyncratic and Market Volatility: An Emerging Market Perspective
SSRN Electronic Journal·2010Open Access
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Frequent Co-authors

Don U. A. Galagedera(8), Elizabeth Ann Maharaj(3), Sze Shih Ting(2), Bee Yee Liau(1), Cheong W. Chin(1), Kwan Eu Leong(1), Poh Li Lau(1), Sook-Lu Yong(1), Chin Wen Cheong(1), Min Cherng Lee(1), Bridget Monica DAS(1), Beng Wee NG(1), Binte Syed Mohamed Bahrin AISYA(1), Nadirah Aseelah CHEE(1), Chee Tao Chang(1), Abdul Rahman Jernih(1), Sabariah Mohd Noor(1), Ai Jia Eng(1), Shee Cheae Lee(1), Chun Yam Yeoh(1)