The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market

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The Components Of Systematic Risk And Their Determinants In The Malaysian Equity Market

We examine the country components of world systematic risk in the context of Bursa Malaysia. World systematic risk is divided into the US, developed markets, regional markets, major trading partners, and the rest of the world. We tested market and 9 firmcharacteristic-sorted portfolios, based on s...

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Bibliographic Details
Main Authors:	Hooy , Chee Wooi, D. Brooks, Robert
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2015
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/40038/ http://eprints.usm.my/40038/1/aamjaf110215_07.pdf

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