Analysis On The Association Between Reit Stocks Returns And Returns Of Stock Market In Malaysia
The purpose of this study is to analyze the association between REIT stocks returns and returns of stock market in Malaysia. The sample of REIT stocks consist of 10 REITs listed on the main board of Bursa Malaysia. Besides that, there are 5 different stock market indices were employed to represent...
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| Format: | Final Year Project Report |
| Language: | English |
| Published: |
Universiti Malaysia Sarawak (UNIMAS)
2014
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| Online Access: | http://ir.unimas.my/id/eprint/24769/3/TAY%20LEE%20S.pdf http://ir.unimas.my/id/eprint/24769/ |
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| Summary: | The purpose of this study is to analyze the association between REIT stocks returns and returns of stock market in Malaysia. The sample of REIT stocks consist of
10 REITs listed on the main board of Bursa Malaysia. Besides that, there are 5 different stock market indices were employed to represent different stock markets namely FTSE KLCI, FTSE Small Cap Stock Index, MSCI Malaysia Large Cap Stock Index, MSCI Mid Cap Stock Index and Dow Jones Malaysia Banking Stock Index. There are a total
of 72 monthly observations for each variable from year 2008 until 2013. All the data are gathered from Yahoo Finance and Data Stream Center of faculty. |
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