Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models

This study examines factors affecting a firm’s profitability, such as liquidity, firm size, lagged profitability, growth, debt, and lagged debt, among firms listed in the ACE market of Bursa Malaysia. The sample in this study comprises 60 listed companies for the period 2009-2013. Two proxies for pr...

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Main Authors: Ghasemi, Maziar, Ab Razak, Nazrul Hisyam
Format: Article
Language:English
Published: Faculty of Economics and Management, Universiti Putra Malaysia 2017
Online Access:http://psasir.upm.edu.my/id/eprint/61422/
http://psasir.upm.edu.my/id/eprint/61422/1/Determinants%20of%20Profitability%20in%20ACE%20Market%20Bursa%20Malaysia.pdf
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author Ghasemi, Maziar
Ab Razak, Nazrul Hisyam
author_facet Ghasemi, Maziar
Ab Razak, Nazrul Hisyam
author_sort Ghasemi, Maziar
building UPM Institutional Repository
collection Online Access
description This study examines factors affecting a firm’s profitability, such as liquidity, firm size, lagged profitability, growth, debt, and lagged debt, among firms listed in the ACE market of Bursa Malaysia. The sample in this study comprises 60 listed companies for the period 2009-2013. Two proxies for profitability, namely ROA and ROE, were examined using static and dynamic panel model estimators. The findings of the static panel models revealed that liquidity and size have positive significant effects on ROA, while the effects of growth and debt were negatively significant. Also, firm size and sales growth had significant effects on ROE. The findings obtained from the System Generalized Method of Moments system (GMM-SYS) indicated that sales growth and leverage had negative and significant effects on ROA and ROE, while firm size was significantly and positively related to profitability. The lagged leverage factor had an insignificant relationship with profitability. However, liquidity had a significant negative influence on ROA, but the effect of liquidity on ROE was insignificant. Finally, persistent profitability was observed over time for both proxies. The findings of this study provided consideration for the capital market investors to monitor the factors related to profitability in the firms listed on the ACE market.
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spelling upm-614222018-09-07T00:30:15Z http://psasir.upm.edu.my/id/eprint/61422/ Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models Ghasemi, Maziar Ab Razak, Nazrul Hisyam This study examines factors affecting a firm’s profitability, such as liquidity, firm size, lagged profitability, growth, debt, and lagged debt, among firms listed in the ACE market of Bursa Malaysia. The sample in this study comprises 60 listed companies for the period 2009-2013. Two proxies for profitability, namely ROA and ROE, were examined using static and dynamic panel model estimators. The findings of the static panel models revealed that liquidity and size have positive significant effects on ROA, while the effects of growth and debt were negatively significant. Also, firm size and sales growth had significant effects on ROE. The findings obtained from the System Generalized Method of Moments system (GMM-SYS) indicated that sales growth and leverage had negative and significant effects on ROA and ROE, while firm size was significantly and positively related to profitability. The lagged leverage factor had an insignificant relationship with profitability. However, liquidity had a significant negative influence on ROA, but the effect of liquidity on ROE was insignificant. Finally, persistent profitability was observed over time for both proxies. The findings of this study provided consideration for the capital market investors to monitor the factors related to profitability in the firms listed on the ACE market. Faculty of Economics and Management, Universiti Putra Malaysia 2017 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/61422/1/Determinants%20of%20Profitability%20in%20ACE%20Market%20Bursa%20Malaysia.pdf Ghasemi, Maziar and Ab Razak, Nazrul Hisyam (2017) Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models. International Journal of Economics and Management, 11 (S3). pp. 847-869. ISSN 1823-836X; ESSN: 2600-9390 http://www.ijem.upm.edu.my/vol11noS3/(16)%20IJEM%20(S3)%202017%20R2%20%20DETERMINANTS%20OF%20PROFITABILITY%20IN%20ACE%20MARKET_NAZRUL_6NOV17.pdf
spellingShingle Ghasemi, Maziar
Ab Razak, Nazrul Hisyam
Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title_full Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title_fullStr Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title_full_unstemmed Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title_short Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
title_sort determinants of profitability in ace market bursa malaysia: evidence from panel models
url http://psasir.upm.edu.my/id/eprint/61422/
http://psasir.upm.edu.my/id/eprint/61422/
http://psasir.upm.edu.my/id/eprint/61422/1/Determinants%20of%20Profitability%20in%20ACE%20Market%20Bursa%20Malaysia.pdf