The Effect of the 1997 Financial Crisis on the Stability and Predictability on Beta of the Malaysian Stock Exchange, 1992-2005

• 主要な著者: Chen, Yin Foo, Lai, Chong Yee, Song, Kuok Thong
• フォーマット: 論文
• 言語: English
• 出版事項: INTI Publishing House Sdn. Bhd. 2006
• 主題: HJ Public Finance
• オンライン･アクセス: http://eprints.intimal.edu.my/360/1/2006_5.pdf; http://eprints.intimal.edu.my/360/

This paper is a study on the stability and predictive quality of beta before and after the financial crisis of August 1997. Single securities and portfolios randomly formed from samples of the Main and Second Board were investigated. The mean and risk class bands of both boards had shifted lower ind...