Malaysian property and construction companies: diversification potential, stock price behaviour and its response towards macroeconomic shocks
This thesis investigates diversification benefits of investing in the property and construction stocks in Malaysia from 1995 to 2013 by using correlation analysis. Panel ARDL (autoregressive distributed lag) is used to examine the relationship between both sectors’ stock prices and their fundamenta...
| Main Author: | Nur Atiqah, Abdullah |
|---|---|
| Format: | Thesis |
| Language: | English English |
| Published: |
2016
|
| Subjects: | |
| Online Access: | https://etd.uum.edu.my/6215/1/s92655_01.pdf https://etd.uum.edu.my/6215/2/s92655_02.pdf https://etd.uum.edu.my/6215/ |
| Abstract | Abstract here |
Similar Items
The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)
by: Ahmad Sufian, Abdullah
Published: (2017)
Inflation and macroeconomic variables : evidence from panel data
by: Ruphajivany, Sanjeven
Published: (2018)
by: Ruphajivany, Sanjeven
Published: (2018)
The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
by: Mai Syaheera, Miau Shaari
Published: (2011)
by: Mai Syaheera, Miau Shaari
Published: (2011)
Macroeconomic Variables and Stock Prices in Malaysia : An Empirical Analysis from the Pre-and Post July 1997 Period
by: Siti Nurazira, Mohd. Daud
Published: (2003)
by: Siti Nurazira, Mohd. Daud
Published: (2003)
Influence of macroeconomic factors on Malaysian stock returns
by: Khairul Najihah, Yusof
Published: (2015)
by: Khairul Najihah, Yusof
Published: (2015)
The Impact of Macroeconomic Forces on Stock Returns in Malaysia
by: Siti Noorahayusolah, Kosnandi
Published: (2011)
by: Siti Noorahayusolah, Kosnandi
Published: (2011)
The impact of economic shocks on stock return and trading volume relationship
by: Lee, Jih Shin
Published: (2018)
by: Lee, Jih Shin
Published: (2018)
The impact of world oil price and gold price shocks on Malaysia and US / El'millian Chew Saint Fey.
by: Chew, El'millian Saint Fey
Published: (2004)
by: Chew, El'millian Saint Fey
Published: (2004)
Political instability, oil price shocks, energy crisis and income inequality in Pakistan
by: Hussain, Jibran
Published: (2020)
by: Hussain, Jibran
Published: (2020)
Malaysia stock price reaction to company's name change: analysis and evidence
by: Lavenyaa, Tharmamurthy
Published: (2021)
by: Lavenyaa, Tharmamurthy
Published: (2021)
Macroeconomic determinants of stock market performance in Malaysia
by: Hashim, Haslyza
Published: (2021)
by: Hashim, Haslyza
Published: (2021)
Innovative work behaviour under participative leadership among 2 high performance work culture companies in Malaysia / Lee Hywe Theng
by: Lee, Hywe Theng
Published: (2012)
by: Lee, Hywe Theng
Published: (2012)
The Relationship Between Oil Price and Airline Stock Price
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012)
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012)
Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)
by: Lim, Eng Kooi
Published: (1996)
The determinants of share prices performance of insurance
companies listed in the Pakistan stock exchange (psx)
by: Khan, Ali Burhan
Published: (2020)
by: Khan, Ali Burhan
Published: (2020)
The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)
by: Siti Hajar, Osman
Published: (2024)
An investigation on the impact of macroeconomic variables on stock market performance of G7 countries
by: Zhang, Long Fei
Published: (2017)
by: Zhang, Long Fei
Published: (2017)
The Determinants of the Variability of Stock Prices - Japanese Evidence
by: Tarazi, Ramzi E. N.
Published: (2011)
by: Tarazi, Ramzi E. N.
Published: (2011)
The effect of macroeconomic factors, ageing population and government housing policies on residential housing prices in Malaysia
by: Paul Anthony, Maria Das
Published: (2020)
by: Paul Anthony, Maria Das
Published: (2020)
Investigation into the impact of governance quality on stock price momentum in international stock markets
by: Imran, Zulfiqar Ali
Published: (2020)
by: Imran, Zulfiqar Ali
Published: (2020)
The cyclical behaviour of Islamic bank financing / Mohd Afandi Abu Bakar
by: Mohd Afandi, Abu Bakar
Published: (2014)
by: Mohd Afandi, Abu Bakar
Published: (2014)
Capital structure and firm performance during and after the global financial crisis among Malaysia listed companies
by: Suleiman, Almustapha Muhammad
Published: (2014)
by: Suleiman, Almustapha Muhammad
Published: (2014)
Bank stock returns and macroeconomic variables:
Empirical evidence from selected ASEAN countries
by: Mohammed, Ahmed Jasim
Published: (2015)
by: Mohammed, Ahmed Jasim
Published: (2015)
The impact of macroeconomic factors on the emerging stock markets performance: evidence from selected countries
by: Hu, Sizhe
Published: (2018)
by: Hu, Sizhe
Published: (2018)
Determinants of stock price volatility in Jordanian industrial firms
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)
The Factors That Affect Market Value of Construction and Materials Companies Listed in Malaysia Stock Exchange
by: Senousi, Tareg Hassen
Published: (2009)
by: Senousi, Tareg Hassen
Published: (2009)
The interdependence of Indonesia stock market against the
price volatility of G-20 countries’ stock market
by: Akwan, Itmamul
Published: (2020)
by: Akwan, Itmamul
Published: (2020)
International Portfolio Diversification : Reality or Myth
by: Fazli, Zainal Abidin
Published: (2009)
by: Fazli, Zainal Abidin
Published: (2009)
Stock market integration in the presence of the leading macroeconomic indicators: empirical evidence from 30 countries
by: Lim, Shu Ern
Published: (2021)
by: Lim, Shu Ern
Published: (2021)
The Effects of Interest Rate Changes on Stock Prices of Banks in China
by: Xu, Shijia
Published: (2011)
by: Xu, Shijia
Published: (2011)
The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
by: Mohammed, Mohammed Ahmed
Published: (2014)
by: Mohammed, Mohammed Ahmed
Published: (2014)
Impact of diversification on Singapore REIT firm value
by: Ussha Rani, Nadarajan
Published: (2021)
by: Ussha Rani, Nadarajan
Published: (2021)
The Interrelationship between Exchange Rates and Stock Prices: Evidence from China
by: Biao, Liu Dong
Published: (2009)
by: Biao, Liu Dong
Published: (2009)
Empirical study on the effect of financial performance on bank stock prices in Malaysia
by: Raisa, Carissa Aulia
Published: (2025)
by: Raisa, Carissa Aulia
Published: (2025)
Financial condition of Malaysian property companies and relationship with financial ratios and macroeconomic factors
by: Kamuri, Mohamad Lukmannorhakim
Published: (2020)
by: Kamuri, Mohamad Lukmannorhakim
Published: (2020)
A case analysis on Far East Holdings Berhad: diversification strategy.
by: Nuurul Arfahuda Yusuf,
Published: (2017)
by: Nuurul Arfahuda Yusuf,
Published: (2017)
The Effects of Board Size, Ownership and Diversification on Financial Distress Firms
by: Siti Aishah, Kassim
Published: (2010)
by: Siti Aishah, Kassim
Published: (2010)
Testing Fama and French Three-Factor Model and Earnings-to-Price on Stock Excess Return
by: Ramdy, Zulmi
Published: (2011)
by: Ramdy, Zulmi
Published: (2011)
Market integration and international portfolio diversification from Malaysian perspective / Surianor Binti Kamaralzaman
by: Surianor, Kamaralzaman
Published: (2011)
by: Surianor, Kamaralzaman
Published: (2011)
The impact of dividend policy on stock price volatility based on "bird-in-hand" theory: evidence from Malaysia
by: Qamar, Rabia
Published: (2019)
by: Qamar, Rabia
Published: (2019)
Similar Items
-
The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017) -
Inflation and macroeconomic variables : evidence from panel data
by: Ruphajivany, Sanjeven
Published: (2018) -
The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
by: Mai Syaheera, Miau Shaari
Published: (2011) -
Macroeconomic Variables and Stock Prices in Malaysia : An Empirical Analysis from the Pre-and Post July 1997 Period
by: Siti Nurazira, Mohd. Daud
Published: (2003) -
Influence of macroeconomic factors on Malaysian stock returns
by: Khairul Najihah, Yusof
Published: (2015)