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

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...

全面介绍

Saved in:
书目详细资料
Main Authors: Chen, Yin Foo, Lai, Chong Yee, Song, Kuok Thong
格式: Article
语言:English
出版: INTI Publishing House Sdn. Bhd. 2006
主题:
在线阅读:http://eprints.intimal.edu.my/360/1/2006_5.pdf
http://eprints.intimal.edu.my/360/
标签: 添加标签
没有标签, 成为第一个标记此记录!