An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market

This study investigates the relationship between the fundamentals variables and systematic risk in Bursa Malaysia formally known as KLSE. The financial and market information were collected from data stream database and other recognised website such as KLSE.com.my and reuters.com for the period Janu...

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Main Author: Zatalifard, Farhad
Format: Thesis
Published: 2009
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spelling my-mmu-ep.16082010-09-23T03:26:46Z An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market 2009-08 Zatalifard, Farhad HG1710 Electronic Funds Transfers This study investigates the relationship between the fundamentals variables and systematic risk in Bursa Malaysia formally known as KLSE. The financial and market information were collected from data stream database and other recognised website such as KLSE.com.my and reuters.com for the period January 2003 to December 2007. The relationship between seven fundamental variables including asset turnover, equity turnover, liquidity ratio, payout ratio, and firm size, debt to equity ratio, and opening profit margin and systematic risk was tested by using a multiple regression analysis. 2009-08 Thesis http://shdl.mmu.edu.my/1608/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Research Library
institution Multimedia University
collection MMU Institutional Repository
topic HG1710 Electronic Funds Transfers
spellingShingle HG1710 Electronic Funds Transfers
Zatalifard, Farhad
An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
description This study investigates the relationship between the fundamentals variables and systematic risk in Bursa Malaysia formally known as KLSE. The financial and market information were collected from data stream database and other recognised website such as KLSE.com.my and reuters.com for the period January 2003 to December 2007. The relationship between seven fundamental variables including asset turnover, equity turnover, liquidity ratio, payout ratio, and firm size, debt to equity ratio, and opening profit margin and systematic risk was tested by using a multiple regression analysis.
format Thesis
qualification_level Master's degree
author Zatalifard, Farhad
author_facet Zatalifard, Farhad
author_sort Zatalifard, Farhad
title An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
title_short An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
title_full An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
title_fullStr An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
title_full_unstemmed An Empirical Examination Of The Relationship Between Firm's Fundamental Variables And Systematic Risk: Empirical Evidence From Malaysian Stock Market
title_sort empirical examination of the relationship between firm's fundamental variables and systematic risk: empirical evidence from malaysian stock market
granting_institution Multimedia University
granting_department Research Library
publishDate 2009
_version_ 1747829413240635392