The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi

• Main Author: Azmi, Siti Nurain Izzati
• Format: Student Project
• Language: English
• Published: 2018
• Subjects: Investment, capital formation, speculation; Kuala Lumpur. KLSE
• Online Access: https://ir.uitm.edu.my/id/eprint/45187/1/45187.pdf; https://ir.uitm.edu.my/id/eprint/45187/

This study focuses on the impact of variables of market anomalies on stocks' annual returns. A number of 70 securities were selected out of 130 securities listed on Bursa Malaysia under the consumer product category. This study covers the sample in 10 years period starting from the year 2008 until 2017. The study Will also be conducted through the method of multiple regression analysis which Will be conducted using E-Views in order to identify the Impact of the variables of anomalies on stocks' annual returns. Hypotheses will then be tested using the Multiple Least Squares Method. The study reveals a positive relationship between dividend yield and year-end closing price With stock returns. Likewise, there is a negative relation between bock to market, market capitalization, and P/E ratio with stock return. it is hoped that this study could improve the ways investors make investment decisions by taking Into account the presence of market anomalies.