An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange

Previous empirical tests of the Capital Asset Pricing Model (CAPM) in mature and emerging capital markets focused on the premise that there is a positive linear relationship between portfolio betas and portfolio returns. The CAPM predicts that the expected return for any asset is a positive funct...

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Bibliographic Details
Main Author:	Haniff, Mohd Nizal
Format:	Thesis
Language:	English English
Published:	2000
Subjects:	Stock exchanges - Malaysia. Risk-return relationships - Malaysia.
Online Access:	http://psasir.upm.edu.my/id/eprint/7941/1/GSM_2001_11_.pdf

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