Measuring the systematic risk factors in Malaysia stock market returns: A principal component analysis approach

Stock market return was used as a leading indicator that measures the strength of the economy. The performance of stock market can be measured by stock market returns. However, the uncertainty in the stock market will cause systematic risk for investors. The aim of the paper to measures the systemat...

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Bibliographic Details
Main Authors: Muhamad Shameer Fahmi, Caroline Geetha B. Arokiadasan, Rosle @ Awang Mohidin
Format: Article
Language:English
English
Published: Penerbit UMS 2019
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/32164/3/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/32164/2/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach.pdf
https://eprints.ums.edu.my/id/eprint/32164/
https://jurcon.ums.edu.my/ojums/index.php/mjbe/article/view/1936/1266
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