Market sentiments and firm-level equity returns : panel evidence of Malaysia

• المؤلفون الرئيسيون: Zulkefly, Abdul Karim, Fairul Shah Rizat, Muhamad Fahmi, Bakri, Abdul Karim, Mohamed Aseel, Shokr
• التنسيق: مقال
• اللغة: English
• منشور في: Taylor & Francis 2022
• الموضوعات: HG Finance
• الوصول للمادة أونلاين: http://ir.unimas.my/id/eprint/38086/1/Market%20sentiments.pdf; http://ir.unimas.my/id/eprint/38086/; https://www.tandfonline.com/doi/full/10.1080/1331677X.2021.2025126

This study focuses on the impact of market sentiment on firmlevel equity returns in Malaysia by hypothesising that market sentiment is a relevant risk factor. Understanding how the market sentiment reflects the equity return is crucial to market participants managing their portfolio investment risks...