Systematic Risk of Malaysian Stock / Tay Bee Hoong, Tan Yan Ling, Nur'Asyiqin Ramdhan and Zulkifli Mohamed

• Автори: Tay, Bee Hoong (Автор), Tan, Yan Ling (Автор), Ramdhan, Nur'Asyiqin (Автор), Mohamed, Zulkifli (Автор)
• Формат: Книга
• Опубліковано: 2012.
• Предмети: Conference or Workshop Item; PeerReviewed
• Онлайн доступ: Link Metadata

The aims of this study are to examine the stability and predictive ability of beta values as a forecasting tool to evaluate the investment risk. Beta values are computed based on Single Index Model proposed by Sharpe (1964). Stability of beta is examined based on a simple paired observation test whi...