The Effect of the 1997 Financial Crisis on the Stability and Predictability on Beta of the Malaysian Stock Exchange, 1992-2005

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The Effect of the 1997 Financial Crisis on the Stability and Predictability on Beta of the Malaysian Stock Exchange, 1992-2005

This paper is a study on the stability and predictive quality of beta before and after the financial crisis of August 1997. Single securities and portfolios randomly formed from samples of the Main and Second Board were investigated. The mean and risk class bands of both boards had shifted lower ind...

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Bibliographic Details
Main Authors:	Chen, Yin Foo, Lai, Chong Yee, Song, Kuok Thong
Format:	Article
Language:	English
Published:	INTI Publishing House Sdn. Bhd. 2006
Subjects:	HJ Public Finance
Online Access:	http://eprints.intimal.edu.my/360/ http://eprints.intimal.edu.my/360/1/2006_5.pdf

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