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...

書誌詳細
第一著者:	Haniff, Mohd Nizal
フォーマット:	学位論文
言語:	英語英語
出版事項:	2000
主題:	Stock exchanges - Malaysia. Risk-return relationships - Malaysia.
オンライン･アクセス:	http://psasir.upm.edu.my/id/eprint/7941/1/GSM_2001_11_.pdf

類似資料

Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
著者:: Abdullah, Mahdhir
出版事項: (2001)

Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
著者:: Pek, Thian Kor
出版事項: (2001)

The Evidence of Size Effect During Bull and Bear Markets
著者:: Mohd Yacob, Nathrah
出版事項: (2006)

Effects of financial leverage on stock returns in Bursa Malaysia
著者:: Lau, Wei Theng
出版事項: (2016)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
著者:: Md Nassir, Annuar
出版事項: (1991)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
著者:: Selamat, Zarehan
出版事項: (2001)

Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
著者:: Mohamad Anwar, Nazratul Aina
出版事項: (2015)

Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
著者:: Aru Bol, Victoria Samuel
出版事項: (2001)

Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
著者:: Saizal Pinjaman
出版事項: (2017)

The Effects of Credit Rating Announcements on Stock Return in Malaysia
著者:: Husin, Norsuhaida
出版事項: (2010)

Detection of Rational Speculative Bubbles in the Malaysian Stock Market
著者:: Mokhtar, Suraya Hanim
出版事項: (2006)

Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
著者:: Thuraisingham, Jeyanthi
出版事項: (2001)

Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
著者:: Tengku Mahmood, Tengku Farah Petri
出版事項: (2010)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
著者:: Erfanian, Azadeh
出版事項: (2015)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
著者:: Zakaria, Azhar
出版事項: (2006)

Foreign ownership and the liquidity of Malaysian stocks
著者:: Thian, Tze Chung
出版事項: (2012)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
著者:: Choo, Wei Chong
出版事項: (1998)

Foreign ownership and the informational efficiency of Malaysian stocks
著者:: Chang, Kwok Boon
出版事項: (2012)

Stock market and economic growth of Malaysia, Thailand and Indonesia
著者:: Hii Hie Ping
出版事項: (2016)

A multidimensional study of weak-form efficiency for finance stocks in Malaysia
著者:: Kok, Sook Ching
出版事項: (2017)

A network structural analysis of Malaysian stock market with edge density constraint
著者:: Lam, Shi Xiang
出版事項: (2013)

Relative forecasting performance of stock return for real activity in emerging markets of ASEAN countries
著者:: Lim, Yin Ping
出版事項: (2012)

Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
著者:: Sarmidi, Tamat
出版事項: (1998)

Factors influencing the rate of returns on initial public offerings a study on : KLSE’s second board / Rashdan Saferan Saat
著者:: Saat, Rashdan Saferan
出版事項: (1994)

Testing the arbitrage pricing theory on the Tehran stock exchange
著者:: Sabetfar, Pooyar
出版事項: (2011)

Co-movement and performance of conventional and Islamic stock markets in selected countries
著者:: Sahabuddin, Mohammad
出版事項: (2020)

Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
著者:: Abdul Hamit, Ahmad Fauze
出版事項: (2018)

January effect: the existence in Malaysia stock market / Muhamad Faiz Irwan Fadzil
著者:: Fadzil, Muhamad Faiz Irwan
出版事項: (2013)

Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
著者:: Hooy, Chee Wooi
出版事項: (2002)

Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
著者:: Saeedi, Mitra
出版事項: (2014)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
著者:: Amin, Masoud Yousefi
出版事項: (2011)

The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
著者:: Niaz Ahmad, Mohd Naseem
出版事項: (2007)

The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run Performance of IPOs
著者:: Tapa, Afiruddin
出版事項: (2003)

Stock liquidity and dividend payouts in the emerging markets
著者:: Bakri, Mohd Ashari
出版事項: (2020)

The determinants of stock market performance : a study in Malaysia / Muhammad Syazwan Malek
著者:: Malek, Muhammad Syazwan
出版事項: (2013)

Effect of exchange rate changes on trade balance and domestic production in Malaysia
著者:: Kamaluddin, Farween
出版事項: (2020)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
著者:: Lye, Wing Fah
出版事項: (2011)

Efficiency of Malaysia stock index futures market
著者:: Ng, Chen Wai
出版事項: (2005)

Performance bond : conditional or unconditional
著者:: Supardi, Azizan
出版事項: (2007)

The Impact of Accounting Earnings Disclosures on Stock Prices in Malaysia: An Emerging Market
著者:: Cheng, Fan Fah
出版事項: (2000)