| ชื่อเรื่อง | : | The Components Of Systematic Risk And Their Determinants In The Malaysian Equity Market |
| นักวิจัย | : | Hooy , Chee Wooi , D. Brooks, Robert |
| คำค้น | : | HD28-70 Management. Industrial Management |
| หน่วยงาน | : | Universiti Sains Malaysia, Malaysia |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2558 |
| อ้างอิง | : | http://eprints.usm.my/40038/1/aamjaf110215_07.pdf , Hooy , Chee Wooi and D. Brooks, Robert (2015) The Components Of Systematic Risk And Their Determinants In The Malaysian Equity Market. Asian Academy of Management Journal of Accounting and Finance, 11 (2). pp. 1-26. ISSN 1823-4992 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | http://web.usm.my/journal/aamjaf/11-2-7-2015.html , http://eprints.usm.my/40038/ |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | We examine the country components of world systematic risk in the context of Bursa Malaysia. World systematic risk is divided into the US, developed markets, regional markets, major trading partners, and the rest of the world. We tested market and 9 firmcharacteristic-sorted portfolios, based on size, value and liquidity. Using monthly data for the 1988–2010 period, our analyses show that the US and regional factors are the most important sources of systematic risk. Tracing the time-varying betas of the US and regional factors, we find that they are driven by economic risk and financial risk, respectively |
| บรรณานุกรม | : |
Hooy , Chee Wooi , D. Brooks, Robert . (2558). The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market.
กรุงเทพมหานคร : Universiti Sains Malaysia, Malaysia. Hooy , Chee Wooi , D. Brooks, Robert . 2558. "The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market".
กรุงเทพมหานคร : Universiti Sains Malaysia, Malaysia. Hooy , Chee Wooi , D. Brooks, Robert . "The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market."
กรุงเทพมหานคร : Universiti Sains Malaysia, Malaysia, 2558. Print. Hooy , Chee Wooi , D. Brooks, Robert . The Components Of Systematic Risk And
Their Determinants In The Malaysian Equity
Market. กรุงเทพมหานคร : Universiti Sains Malaysia, Malaysia; 2558.
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