Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios
This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating on periods of time between outbreaks. The real issue of this study is the health crisis that has troubled institutional investors, as it has...
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Online Access: | http://eprints.utm.my/id/eprint/29328/1/MuhammadNajibRazali2021_AssessingtheImpactofOutbreaksonMalaysian.pdf http://eprints.utm.my/id/eprint/29328/ http://dx.doi.org/10.2478/remav-2021-0024 |
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my.utm.293282022-02-28T13:25:49Z http://eprints.utm.my/id/eprint/29328/ Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios Razali, Muhammad Najib Abdul Jalil, Rohaya Shayuti, Ahmad Faisal HD Industries. Land use. Labor This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating on periods of time between outbreaks. The real issue of this study is the health crisis that has troubled institutional investors, as it has already significantly impacted the returns on investments. Investors need to be better informed on the impact of health outbreaks on investments in order to minimize their impact. To assess the impact of the outbreaks, the GARCH method has been employed to examine the dynamic volatility of listed property companies in mixed-asset portfolios. The volatility level will give investors better information from point of view of the dynamics of volatility of the Malaysian listed property companies’ performance within mixed-asset portfolios. The findings show that listed property companies demonstrate high volatility compared to other mixed-asset portfolios during the periods of outbreaks. This indicates Malaysian listed property companies were the most volatile investment in mixed-asset portfolios. This empirical study will contribute significantly to institutional investors, especially in terms of the investment decision-making process during outbreaks. Sciendo 2021-09-01 Article PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/29328/1/MuhammadNajibRazali2021_AssessingtheImpactofOutbreaksonMalaysian.pdf Razali, Muhammad Najib and Abdul Jalil, Rohaya and Shayuti, Ahmad Faisal (2021) Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios. Real Estate Management and Valuation, 29 (3). pp. 87-93. ISSN 2300-5289 http://dx.doi.org/10.2478/remav-2021-0024 DOI:10.2478/remav-2021-0024 |
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Universiti Teknologi Malaysia |
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HD Industries. Land use. Labor |
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HD Industries. Land use. Labor Razali, Muhammad Najib Abdul Jalil, Rohaya Shayuti, Ahmad Faisal Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
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This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating on periods of time between outbreaks. The real issue of this study is the health crisis that has troubled institutional investors, as it has already significantly impacted the returns on investments. Investors need to be better informed on the impact of health outbreaks on investments in order to minimize their impact. To assess the impact of the outbreaks, the GARCH method has been employed to examine the dynamic volatility of listed property companies in mixed-asset portfolios. The volatility level will give investors better information from point of view of the dynamics of volatility of the Malaysian listed property companies’ performance within mixed-asset portfolios. The findings show that listed property companies demonstrate high volatility compared to other mixed-asset portfolios during the periods of outbreaks. This indicates Malaysian listed property companies were the most volatile investment in mixed-asset portfolios. This empirical study will contribute significantly to institutional investors, especially in terms of the investment decision-making process during outbreaks. |
format |
Article |
author |
Razali, Muhammad Najib Abdul Jalil, Rohaya Shayuti, Ahmad Faisal |
author_facet |
Razali, Muhammad Najib Abdul Jalil, Rohaya Shayuti, Ahmad Faisal |
author_sort |
Razali, Muhammad Najib |
title |
Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
title_short |
Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
title_full |
Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
title_fullStr |
Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
title_full_unstemmed |
Assessing the impact of outbreaks on Malaysian listed property companies in mixed-asset portfolios |
title_sort |
assessing the impact of outbreaks on malaysian listed property companies in mixed-asset portfolios |
publisher |
Sciendo |
publishDate |
2021 |
url |
http://eprints.utm.my/id/eprint/29328/1/MuhammadNajibRazali2021_AssessingtheImpactofOutbreaksonMalaysian.pdf http://eprints.utm.my/id/eprint/29328/ http://dx.doi.org/10.2478/remav-2021-0024 |
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1726791441200447488 |
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13.2014675 |