Investor sentiment, human capital and Fama French factors: measurement and performance in the Malaysian market

QR Code

Investor sentiment, human capital and Fama French factors: measurement and performance in the Malaysian market

This paper examines pricing implications of investors’ behavioral biasness in the Malaysian equity market. By using monthly data from January 2000, through January 2014, we explore the impact of investor sentiment, human capital, and Fama-French risk factors in multiple factor asset pricing models....

Full description

Bibliographic Details
Main Authors:	Gunathilaka, Chandana, Mohamad Jais
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/14536/ http://journalarticle.ukm.my/14536/1/26216-104485-2-PB.pdf

Similar Items

Fear and the Fama-French factors
by: Durand, Robert, et al.
Published: (2011)

Comparison of Performance of CAPM vs Fama and French Three-Factor Model vs Fama and French Five-Factor Model for Shanghai Stock Index
by: Afgun, Mohammad Hassam
Published: (2020)

The Roles Of Investor Sentiment In Malaysian Stock Market
by: Tuyon, Jasman, et al.
Published: (2016)

Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
by: Falavarjani, Majid Fazeli
Published: (2010)

Illiquidity Exposure of Size and Value in Malaysian Equity Returns
by: Mohamad, Jais, et al.
Published: (2016)

RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL
by: WANSHA, CHEN
Published: (2022)

An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006)

The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia
by: Leong, Tony
Published: (2015)

Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
by: Monfared, Mahdi Mohammadzadeh
Published: (2011)

The Microstructure of Fear, the Fama–French factors and the Global Financial Crisis of 2007 and 2008
by: Lim, D., et al.
Published: (2014)

TESTING THE VALIDITY OF CAPITAL ASSET PRICING AND THE FAMA AND FRENCH MODELS IN THE STOCK EXCHANGES OF G7 COUNTRIES
by: Ma, Lianjie
Published: (2021)

Open-ended mixed fund performance in the Chinese fund market: An empirical analysis based on Fama-French five-factor model
by: JIAO, ZHENGHONG
Published: (2019)

investor sentiment and mutual fund performance
by: Zhang, Xiyue
Published: (2022)

Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model
by: Rath, Subhrendu, et al.
Published: (2015)

Investor sentiment and stock market: Evidence from China
by: Zhou, Xiaoqing
Published: (2022)

The importance of fear: investor sentiment and stock market returns
by: Smales, Lee
Published: (2017)

Investor sentiment and advertising expenditure
by: Mian, M., et al.
Published: (2018)

The Validity of Investor Sentiment Proxies
by: Chan, Felix, et al.
Published: (2017)

Momentum And Investor Sentiment: Evidence From Asian Stock Markets
by: Anusakumar, Shangkari V.
Published: (2013)

The meme culture and the new wave of investors: a study on the power of retail investor sentiments in moving markets
by: Rasheedh, Ahmed Juman
Published: (2022)

Investor Sentiment, Stock Returns, and Volatility in China's A-share Market
by: Wang, Jiaying
Published: (2021)

The Impact of the COVID-19 on the Chinese Stock Market and the Role of Investor Sentiment
by: Liu, Shuyao
Published: (2020)

News Sentiment and the Investor Fear Gauge
by: Smales, Lee
Published: (2013)

InvestKL bullish on investors' sentiment
by: New Straits Times,
Published: (2012)

Investor Sentiment and IPO Pricing: An Empirical Analysis of the Quotations from Institutional Investors in Chinese A-shares Market
by: LI, HENAN
Published: (2018)

Does Investor Sentiment Predict the Near-Term Returns of the Chinese Stock Market?
by: Cheema, M., et al.
Published: (2018)

The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
by: V. Anusakumar, Shangkari, et al.
Published: (2017)

Gender diversity, investor sentiment and IPO underpricing
by: Chan, Yih Sen
Published: (2019)

Three Essays on Investor Sentiment and Stock Returns
by: Khuu, Joyce
Published: (2018)

Volatility Spillover And Investor Sentiment: Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)

Volatility Spillover And Investor Sentiment: Subprime Crisis
by: Zouch, Mouna Abdelhédi, et al.
Published: (2015)

The Closed End Fund in the Vietnam Stock Market: An Examination of Market relation, Foreign Speculation, and Investor Sentiment
by: Nguyen, Thanh Tung
Published: (2007)

Investor sentiment, limited arbitrage and the cash holding effect
by: Li, Xiafei, et al.
Published: (2017)

Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
by: Conlon, T., et al.
Published: (2024)

Test Capital Asset Pricing Model accoridng to Fama-MacBeth Method based on UK Market
by: Guo, Yue
Published: (2011)

Reversed size, book-to-market and momentum effects: A review of Malaysian equity returns behavior
by: Gunathilaka, Chandana, et al.
Published: (2017)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

Firm life cycle, corporate risk-taking and investor sentiment
by: Habib, A., et al.
Published: (2015)

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