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

• Autores principales: Tay, Bee Hoong (Autor), Tan, Yan Ling (Autor), Ramdhan, Nur'Asyiqin (Autor), Mohamed, Zulkifli (Autor)
• Formato: Libro
• Publicado: 2012.
• Materias: Conference or Workshop Item; PeerReviewed
• Acceso en línea: 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...