Investor sentiment, risk factors and asset pricing : Evidence from Malaysia

This study examines pricing implications of aggregate investor sentiment risk for equity returns, in presence of other market wide risk factors. Effects of Size, Book-to-Market, Illiquidity, Momentum, Human capital, and systematic risk of Capital Assets Pricing Model (CAPM) are analyzed using 72 ris...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Gunathilaka, Ambagahawatte Gedara Chandana.
التنسيق:	أطروحة
اللغة:	الإنجليزية الإنجليزية
منشور في:	unimas 2016
الموضوعات:	H Social Sciences (General) HG Finance
الوصول للمادة أونلاين:	http://ir.unimas.my/id/eprint/20922/
Abstract	Abstract here

مواد مشابهة

The effects of systematic risks on bank asset quality : evidence from organisation of the petroleum exporting countries (OPEC)
حسب: Idris, Isma'il Tijjani
منشور في: (2017)

Investor sentiment and shari’ah-compliant asset pricing model in Indonesia / Igo Febrianto
حسب: Febrianto, Igo
منشور في: (2024)

Determinants of asset-backed securitized firm's performance
حسب: Dabas, Nurayati
منشور في: (2018)

The Interrelationship between Exchange Rates and Stock Prices: Evidence from China
حسب: Biao, Liu Dong
منشور في: (2009)

The Determinants of the Variability of Stock Prices - Japanese Evidence
حسب: Tarazi, Ramzi E. N.
منشور في: (2011)

Psychological risk perception of investors in the Malaysia stock market: A study in Kota Kinabalu
حسب: Nadia Sofie Suhaimi
منشور في: (2011)

Credit risk, energy gap and institutional investors: An empirical analysis on Pakistani conventional banks
حسب: Mehmood, Abid
منشور في: (2020)

Does relationship exist between exchange rates and stock prices: evidence from Malaysia?
حسب: Ng, Brendan Loi Phu
منشور في: (2011)

Dividend Policy and Share Price Volatility: Malaysia Evidence
حسب: Nor Anis, Shafai
منشور في: (2012)

The effects of growth opportunities between different type of institutional investors and corporate risk-taking in Malaysia
حسب: Hanis Hazwani, Ahmad
منشور في: (2020)

Momentum And Investor Sentiment: Evidence From Asian Stock Markets
حسب: Anusakumar, Shangkari V.
منشور في: (2013)

The influence of behavioral factors in investment decisions: study of millennial investors in Kuala Lumpur
حسب: Loh, Tong Cheng
منشور في: (2016)

The impact of dividend policy on stock price volatility based on "bird-in-hand" theory: evidence from Malaysia
حسب: Qamar, Rabia
منشور في: (2019)

The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
حسب: Mohammed, Mohammed Ahmed
منشور في: (2014)

Investor's Fortune and Unit Trust Ratings
حسب: Ahmad Ridhuwan, Abdullah
منشور في: (2011)

Investors’ reaction to fund’s performance: A study on fund flow-performance relationship in Islamic equity funds - an international evidence / Maimunah Johari
حسب: Maimunah , Johari
منشور في: (2020)

Share price performance surrounding share buyback event in Malaysia / Lim Keng Tee
حسب: Lim, Keng Tee
منشور في: (2010)

Malaysia stock price reaction to company's name change: analysis and evidence
حسب: Lavenyaa, Tharmamurthy
منشور في: (2021)

Determinants of bank credit risk: Empirical evidence from Malaysian banks
حسب: Ishak, Nur Shuhada
منشور في: (2020)

Risk and return relationship in Malaysian finance sector: empirical evidence from capm
حسب: Wong, Wang Ling
منشور في: (2012)

The determinants of stock market volatility: Macroeconomic fundamentals and investor sentiment / Nathrah Ya’cob @ Mohd Yacob
حسب: Nathrah, Mohd Yacob
منشور في: (2016)

Behavioural determinants of financial risk tolerance: Evidence from Malaysia / Md Mahfuzur Rahman
حسب: Md Mahfuzur , Rahman
منشور في: (2015)

Distress risk and stock returns : Malaysia evidence
حسب: Ahmad Harith Ashrofie, Hanafi
منشور في: (2023)

How Rumors are Associated with Retail Investors’ Investment Decision Making
حسب: Tin, Shin Thed
منشور في: (2023)

Accounting Information and Its Importance to Investors in the Libyan Stock Market
حسب: Rjaa Mohamed, H. Faraj
منشور في: (2017)

Risk-appetite discriminated investors' portfolio optimization using regime-switching models: Comparative analysis between sharia-compliant and non-sharia-compliant stocks
حسب: Saleem, Hassan Mujtaba Nawaz
منشور في: (2021)

Knowledge and attitudinal factors influencing Malaysian individual investors’ annual report financial statements usage / Kishan Krishnen @ Ragavan
حسب: Kishan , Krishnen @ Ragavan
منشور في: (2018)

Investment in the Palestine Securities Exchange (PSE): an analysis of individual investors' behaviour
حسب: Madi, Ahmed K. M.
منشور في: (2021)

Determinants of herding behaviour among individual investors of Pakistan stock exchange
حسب: Sabir, Saeed Ahmad
منشور في: (2020)

Performance of REITS in comparison to other financial assets
حسب: Rahman, Audia Syafaatur
منشور في: (2015)

Behavioral biases, information acquisition and decisions of individual investors in Pakistan stock exchange
حسب: Naveed, Farrukh
منشور في: (2022)

A review of corporate company fundamental indicator factory credibility evidences as the stock prices' factor
حسب: George, Anak Jabu
منشور في: (2013)

Asset-Liability Management of Maybank During 1991-1997
حسب: Dass, a/l Velaisamy
منشور في: (1998)

The effect of corporate governance characteristics and oil-price shocks on bank asset quality in Nigeria
حسب: Karaye, Abubakar Ibrahim
منشور في: (2023)

Risk Contagion and Price Forecasting of China Carbon Market Based on High Order Moment Attribute
حسب: Li, Ni
منشور في: (2025)

Analysing the demand factors affecting housing price index in China
حسب: Rui, Lan
منشور في: (2015)

Analyzing the relationships between capital structure and bank's specific factors: evidence from Malaysia
حسب: Noor Azwa, Idris
منشور في: (2016)

Determinants of return on asset : the case of local conventional banks in Malaysia
حسب: Yeoh, Chow Yong
منشور في: (2018)

The impact of macroeconomic factors on the emerging stock markets performance: evidence from selected countries
حسب: Hu, Sizhe
منشور في: (2018)

Non Finance Versus Finance Factors' Influence on Banks' Profitability : Evidence from Malaysia
حسب: Rosmariniwati, Ismail
منشور في: (2012)