Sectoral beta forecasts of securities in a thin capital market: a case of Malaysia

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Sectoral beta forecasts of securities in a thin capital market: a case of Malaysia

This study examined the beta forecasts of securities in the overall Malaysian securities market and the industrial, finance, property and plantation sectors. Beta coeficients of 146 securities spread across the various sectors were computed for each 2-year period over the period 1984-1993 by the or...

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Bibliographic Details
Main Author:	Kok, Kim Lian
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1997
Online Access:	http://journalarticle.ukm.my/7974/ http://journalarticle.ukm.my/7974/1/813-1552-1-SM.pdf

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