Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009.
| Main Author: | |
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| Format: | Thesis |
| Published: |
2011
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| Online Access: | http://shdl.mmu.edu.my/2993/ |
| _version_ | 1848790204560703488 |
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| author | Monfared, Mahdi Mohammadzadeh |
| author_facet | Monfared, Mahdi Mohammadzadeh |
| author_sort | Monfared, Mahdi Mohammadzadeh |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009. |
| first_indexed | 2025-11-14T18:08:54Z |
| format | Thesis |
| id | mmu-2993 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:08:54Z |
| publishDate | 2011 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-29932011-09-26T03:26:17Z http://shdl.mmu.edu.my/2993/ Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia Monfared, Mahdi Mohammadzadeh HC79 Special Topics. Including air pollution, automation, consumer demand, famines, flow of funds, etc. This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009. 2011-04 Thesis NonPeerReviewed Monfared, Mahdi Mohammadzadeh (2011) Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia. Masters thesis, University of Multimedia. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php |
| spellingShingle | HC79 Special Topics. Including air pollution, automation, consumer demand, famines, flow of funds, etc. Monfared, Mahdi Mohammadzadeh Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title | Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title_full | Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title_fullStr | Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title_full_unstemmed | Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title_short | Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia |
| title_sort | test of the fama and french three factor model and its variant in bursa malaysia |
| topic | HC79 Special Topics. Including air pollution, automation, consumer demand, famines, flow of funds, etc. |
| url | http://shdl.mmu.edu.my/2993/ http://shdl.mmu.edu.my/2993/ |