Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
This project studies decomposition from stock returns to systematic risk of listed firms in Asian emergin markets.Our main contribution is to revisit the country versus debate in international diversification debate using decomposition of systematic risk.We provide justifications to investigate from...
| Main Author: | |
|---|---|
| Format: | Monograph |
| Published: |
Universiti Sains Malaysia
2014
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/32797/ |
Similar Items
The Effect Of Investor Sentiment On Stock
Returns: Insight From Emerging Asian
Markets
by: V. Anusakumar, Shangkari, et al.
Published: (2017)
by: V. Anusakumar, Shangkari, et al.
Published: (2017)
The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market
by: Hooy , Chee Wooi, et al.
Published: (2015)
by: Hooy , Chee Wooi, et al.
Published: (2015)
Monetary Policy, Firm Size And Equity Returns In An Emerging Market: Panel Evidence Of Malaysia
by: Abdul Karim, Zulkefly, et al.
Published: (2015)
by: Abdul Karim, Zulkefly, et al.
Published: (2015)
Bankruptcy Probability Risk and Stock Returns in Emerging Stock Exchange Markets – South East Asian Evidence
by: Luong, Cong Khanh
Published: (2015)
by: Luong, Cong Khanh
Published: (2015)
Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
by: Hooy, Chee Wooi
Published: (2002)
by: Hooy, Chee Wooi
Published: (2002)
Corporate Diversification and Firm Performance: Evidence
from Asian Hotel Industry
by: Ooi, Chai Aun, et al.
Published: (2014)
by: Ooi, Chai Aun, et al.
Published: (2014)
The Low-Risk Anomaly: Evidence From The Thai
Stock Market
by: Saengchote, Kanis
Published: (2017)
by: Saengchote, Kanis
Published: (2017)
A study of risk taking behavior in Malaysian stock market
by: Sahul Hamid, Fazelina
Published: (2007)
by: Sahul Hamid, Fazelina
Published: (2007)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)
by: Selamat, Zarehan
Published: (2001)
Macroeconomic Determinants Of Stock
Market Volatility: An Empirical Study Of
Malaysia And Indonesia
by: Nikmanesh, Lida, et al.
Published: (2016)
by: Nikmanesh, Lida, et al.
Published: (2016)
Debunking the Monday Irrationality through the External
Affection of Investors
by: Brahmana, Rayenda, et al.
Published: (2016)
by: Brahmana, Rayenda, et al.
Published: (2016)
Debt Maturity And Stock Returns:
An Inter-Sectoral Comparison Of
Malaysian Firms
by: Wei, Theng Lau, et al.
Published: (2016)
by: Wei, Theng Lau, et al.
Published: (2016)
The Effect Of Independent Board On Stock Liquidity In East Asian Countries
by: Bazrafshan, Ebrahim
Published: (2016)
by: Bazrafshan, Ebrahim
Published: (2016)
Alteration Of Risk In Asian Bond Markets
During And After Mortgage Crisis: Evidence
From Value At Risk (Var) Analysis
by: Günay, Samet
Published: (2016)
by: Günay, Samet
Published: (2016)
The Study Of Current Earnings Ability To Explain Expected Future Earnings In Relation To Stock Return.
by: Hj Ahmad, Abdul Jalil
Published: (2003)
by: Hj Ahmad, Abdul Jalil
Published: (2003)
The Equity Valuation Accuracy among Multiple Screening Models: A study from an Emerging Stock Market
by: Brahmana, Rayenda Khresna, et al.
Published: (2011)
by: Brahmana, Rayenda Khresna, et al.
Published: (2011)
The Effect of Capital Structure and Systematic Risk on Stock Returns: Empirical Analysis of Companies Listed in Bursa Malaysia
by: Rina, Busri
Published: (2010)
by: Rina, Busri
Published: (2010)
Financial volatility and bank stock returns: an
Armax-Garch-M modelling
by: Hooy, Chee Wooi, et al.
Published: (2003)
by: Hooy, Chee Wooi, et al.
Published: (2003)
Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange
by: Husni, Tafdil
Published: (2005)
by: Husni, Tafdil
Published: (2005)
Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)
by: Janor, Hawati
Published: (2009)
The Roles Of Investor Sentiment In Malaysian
Stock Market
by: Tuyon, Jasman, et al.
Published: (2016)
by: Tuyon, Jasman, et al.
Published: (2016)
Inflation And The Subsequent Timing Of The
Chinese Stock Market
by: Hui , Hong, et al.
Published: (2014)
by: Hui , Hong, et al.
Published: (2014)
Emerging Bond Market In Thailand
Problem And Prospects
by: P. Gupta, Jyoti, et al.
Published: (1996)
by: P. Gupta, Jyoti, et al.
Published: (1996)
Relationship between stock market returns and exchangerates in emerging stock markets
by: Arshad, M. N., et al.
Published: (2016)
by: Arshad, M. N., et al.
Published: (2016)
Intra-Industry Information Diffusion
In China Stock Market
by: Dong Chi, Dong Chi
Published: (2016)
by: Dong Chi, Dong Chi
Published: (2016)
Behavioural finance perspectives on Malaysian stock market efficiency
by: Tuyon, Jasman, et al.
Published: (2016)
by: Tuyon, Jasman, et al.
Published: (2016)
An Investigation on The Behaviour of Stock Returns in Emerging Markets
by: Chen, Yao
Published: (2011)
by: Chen, Yao
Published: (2011)
Management Perceptions Of Share
Repurchases In Emerging Markets: The Case
For Malaysia
by: Lee , Siew Peng, et al.
Published: (2015)
by: Lee , Siew Peng, et al.
Published: (2015)
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries
by: Kumar, Suresh
Published: (2023)
by: Kumar, Suresh
Published: (2023)
Does Hot Money Impact Stock And Exchange
Rate Markets On China?
by: Lee , Yen Hsien, et al.
Published: (2017)
by: Lee , Yen Hsien, et al.
Published: (2017)
Decomposition of Food Waste by using Vegetable Fermentation Solution
by: Mohd Hassan, Muhammad Nuraiman, et al.
Published: (2020)
by: Mohd Hassan, Muhammad Nuraiman, et al.
Published: (2020)
The Role of Herd Behaviour on Determining the Day-of-the Week Anomaly: A Lesson from Malaysia Stock Market
by: Brahmana, Rayenda, et al.
Published: (2012)
by: Brahmana, Rayenda, et al.
Published: (2012)
Stock Market Liberalisation And Cost Of
Equity: Firm-Level Evidence From Malaysia
by: Swee, Sim Foong, et al.
Published: (2016)
by: Swee, Sim Foong, et al.
Published: (2016)
Dividend Capture On The Ex-dividend Day:
Evidence From Vietnamese Stock Market
by: Quoc , Trung Tran
Published: (2017)
by: Quoc , Trung Tran
Published: (2017)
The Role Of Volatility In Mediating The Impact Of Analyst’ Recommendations On Herding In The Malaysian Stock Market
by: Ooi, Kok Loang
Published: (2023)
by: Ooi, Kok Loang
Published: (2023)
Dynamic Correlation of Stock and Bond Return in Five Asian Markets with Determinants of Macroeconomic Conditions and Market Uncertainty
by: Zheng, Junyang
Published: (2015)
by: Zheng, Junyang
Published: (2015)
Knowledge Management: A Case Of "Search
And Replace Marketing" Or An Emerging
Field Of Management
by: Ndubisi, Nelson Oly
Published: (2004)
by: Ndubisi, Nelson Oly
Published: (2004)
Evaluation Of Performance Of Malaysian
Banks In Risk Adjusted Return On Capital
(Raroc) And Economic Value Added (Eva)
Framework
by: Saha, Asish, et al.
Published: (2016)
by: Saha, Asish, et al.
Published: (2016)
Regional And International Linkages Of The
Asean-5 Stock Markets: A Multivariate Garch
Approach
by: Lee, Stan Shun Pinn, et al.
Published: (2016)
by: Lee, Stan Shun Pinn, et al.
Published: (2016)
Surplus Free Cash Flow, Stock Market
Segmentations, And Earnings
Management: The Case Of Jordan
by: Toumeh, Ahmad Adnan Hussein
Published: (2020)
by: Toumeh, Ahmad Adnan Hussein
Published: (2020)