Relationship between stock return and financial ratios: evidence from Malaysia

QR Code

Relationship between stock return and financial ratios: evidence from Malaysia

This paper examines the explanatory power of dividend yield, earnings yield and bookto- market ratio towards future stock return in Malaysia. Panel Regression Analysis was performed to determine the relationship while diagnostic checks and robustness checks were executed to ensure the regression re...

Full description

Bibliographic Details
Main Author:	Ang, Hui Mei
Format:	Thesis
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2015
Subjects:	HG Finance
Online Access:	http://ir.unimas.my/id/eprint/10875/ http://ir.unimas.my/id/eprint/10875/2/Ang%20Hui%20Mei%20ft.pdf

Similar Items

An examination of the Relationship Between Stock Return and Financial Ratios : Empirical Evidence From Tehran Stock Exchange
by: Kalhorpour, Elham
Published: (2010)

Relationship between Inflation and Stock Return across Financial Crises: Evidence from Malaysia
by: Ding, Jing Siang, et al.
Published: (2017)

The financial ratio usage towards predicting stock returns in Malaysia
by: Mohamad, Jais, et al.
Published: (2012)

Financial ratios and stock return : a panel data analysis
by: Liaw, Huan Huan
Published: (2012)

Relationship between commodities market and stock markets: Evidence from Malaysia and China
by: Chong, Meng Keong, et al.
Published: (2014)

Does Domestic Stock Market Returns Depends on the Stock Market of its Major Trading Partners? : Evidence from Malaysia
by: Phua, Cher Ye, et al.
Published: (2017)

Effect of size and book-to-market on stock returns: evidence in Malaysia
by: Yee, Tat Kong
Published: (2006)

Malaysian Banks Efficiency after Merging: Evidence from Data Envelopment Analysis (Dea) and Financial Ratios Analysis
by: Iddrisu, Mohammed Awal, et al.
Published: (2017)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)

Volume And Stock Returns In Bursa Malaysia
by: Yeen, Chue Wen
Published: (2009)

Do fundamental factors explain stock returns
by: Tan, Juan Yi, et al.
Published: (2012)

Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model
by: Abd Majid, M. Shabri, et al.
Published: (2009)

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

The effect of government policy on stock market return in Malaysia
by: Wu, Chia Ping, et al.
Published: (2014)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

Stock Return, Currency and General Elections
by: Ong, Tze San, et al.
Published: (2015)

Scrutinising the asymmetric impact of macroeconomic variables to stock return in Malaysia
by: Siah, Boon Kiat, et al.
Published: (2014)

Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)

Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)

Influence of Macroeconomic Variables on Stock Price Index: Evidence from Malaysia
by: Ong, Bao Sheng, et al.
Published: (2017)

Monetary policy shocks, financial constraints and firm- level equity return: Panel evidence
by: Zulkefly, Abdul Karim, et al.
Published: (2013)

Determinants of stock volatility: evidence from Malaysia
by: Chan, Caleb Jia-Le, et al.
Published: (2015)

Relationship among financial markets: Evidence from developed countries
by: Chen, Kai Hao, et al.
Published: (2013)

Foreign currencies exposures of Malaysia firms : does hedging strategy explain stock returns?
by: Chang, Hui Siang
Published: (2011)

The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)

Do fundamental Factors Explain stock Prices - Evidence from the Malaysian Banking Sector.
by: Mak, Grace Anne Zhi Hui, et al.
Published: (2016)

Relationship between internal audit function and financial performance: insights from Malaysia
by: Leau, Lee Meng
Published: (2024)

Inter-counter linkage in Kuala Lumpur Stock Exchange returns
by: Faoziah Idris,, et al.
Published: (2004)

Market-driven Indian Bank Merger Announcements and Stock Returns
by: T., Senthil Kumar, et al.
Published: (2019)

An investigation of intraday returns on the KLSE stocks / Wong Weng Yam
by: Wong, Weng Yam
Published: (1995)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Effect of financial ratios on the poultry's stock returns in Bursa Malaysia
by: Wong, Wei Kok
Published: (2018)

The financial ratio usage towards predicting stock returns in Malaysia
by: Jais, Mohamad, et al.
Published: (2012)

A Study Of Risk And Market Segmentation In The Returns Of Financial Intermediaries In Malaysia
by: Hassan, Syara Syafrina
Published: (2004)

Seasonality in stock returns : the Malaysian phenomenon from 1976 to 1996 : in comparison with selected international stock markets / Beh Teng Soon
by: Beh, Teng Soon
Published: (1997)

Bank Stock Returns and Economic Growth in Malaysia: An Empirical Analysis of Post-Consolidation Period
by: Lee, Kian Tek *, et al.
Published: (2010)

Determinants and Performance of Islamic Development Financial Institutions (Dfis): Evidence from Malaysia
by: Ooi, Mei Cheek, et al.
Published: (2016)

Can Financial Ratios Predict The Malaysian Stock Return?
by: Lee, Chin, et al.
Published: (2008)

Impact of macroeconomic variables on stock market development: Evidence from Malaysia
by: Yong, Shin Ying, et al.
Published: (2013)