The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)

This study empirically examines the impact of stock recommendations produced by a stockbrocking firm from Singapore on the equity market in Malaysia. This comparative study was conducted on 159 recommended stocks and randomly selected stocks from the Kuala Lumpur Security Exchange (KLSE) stock marke...

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Main Author: Pui, Wan Bing
Format: Thesis
Language:English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2003
Subjects:
Online Access:http://ir.unimas.my/id/eprint/487/
http://ir.unimas.my/id/eprint/487/1/Pui%20Wan%20Bing%20ft.pdf
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author Pui, Wan Bing
author_facet Pui, Wan Bing
author_sort Pui, Wan Bing
building UNIMAS Institutional Repository
collection Online Access
description This study empirically examines the impact of stock recommendations produced by a stockbrocking firm from Singapore on the equity market in Malaysia. This comparative study was conducted on 159 recommended stocks and randomly selected stocks from the Kuala Lumpur Security Exchange (KLSE) stock market spanning over a recent 1-year period. Two questions are addressed namely do broker's recommendations ahve predictive ability and do broker's recommendations generate abnormal return? Using event study methodology, buy, sell and hold type recommendations are observed to have a significant impact on stock prices in the post-recommendation period. Statistical analysis such as t-test was carried out to test the research hypotheses
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format Thesis
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institution Universiti Malaysia Sarawak
institution_category Local University
language English
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publishDate 2003
publisher Universiti Malaysia Sarawak, (UNIMAS)
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spelling unimas-4872023-06-23T04:13:01Z http://ir.unimas.my/id/eprint/487/ The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE) Pui, Wan Bing HG Finance This study empirically examines the impact of stock recommendations produced by a stockbrocking firm from Singapore on the equity market in Malaysia. This comparative study was conducted on 159 recommended stocks and randomly selected stocks from the Kuala Lumpur Security Exchange (KLSE) stock market spanning over a recent 1-year period. Two questions are addressed namely do broker's recommendations ahve predictive ability and do broker's recommendations generate abnormal return? Using event study methodology, buy, sell and hold type recommendations are observed to have a significant impact on stock prices in the post-recommendation period. Statistical analysis such as t-test was carried out to test the research hypotheses Universiti Malaysia Sarawak, (UNIMAS) 2003 Thesis NonPeerReviewed text en http://ir.unimas.my/id/eprint/487/1/Pui%20Wan%20Bing%20ft.pdf Pui, Wan Bing (2003) The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE). Masters thesis, Universiti Malaysia Sarawak (UNIMAS).
spellingShingle HG Finance
Pui, Wan Bing
The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title_full The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title_fullStr The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title_full_unstemmed The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title_short The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
title_sort impact of broker's recommendations in kuala lumpur stock exchange (klse)
topic HG Finance
url http://ir.unimas.my/id/eprint/487/
http://ir.unimas.my/id/eprint/487/1/Pui%20Wan%20Bing%20ft.pdf