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

• Asıl Yazarlar: Tay, Bee Hoong (Yazar), Tan, Yan Ling (Yazar), Ramdhan, Nur'Asyiqin (Yazar), Mohamed, Zulkifli (Yazar)
• Materyal Türü: Kitap
• Baskı/Yayın Bilgisi: 2012.
• Konular: Conference or Workshop Item; PeerReviewed
• Online Erişim: 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...