Systematic Risk of Malaysian Stock / Tay Bee Hoong, Tan Yan Ling, Nur'Asyiqin Ramdhan and Zulkifli Mohamed
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 wh...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/54182/1/54182.pdf https://ir.uitm.edu.my/id/eprint/54182/ |
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