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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Haniff, Mohd Nizal
التنسيق:	أطروحة
اللغة:	الإنجليزية الإنجليزية
منشور في:	2000
الموضوعات:	Stock exchanges - Malaysia. Risk-return relationships - Malaysia.
الوصول للمادة أونلاين:	http://psasir.upm.edu.my/id/eprint/7941/1/GSM_2001_11_.pdf

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