Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia

This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009.

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Main Author: Monfared, Mahdi Mohammadzadeh
Format: Thesis
Published: 2011
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spelling my-mmu-ep.29932011-09-26T03:26:17Z Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia 2011-04 Monfared, Mahdi Mohammadzadeh HC79 Special Topics. Including air pollution, automation, consumer demand, famines, flow of funds, etc. This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009. 2011-04 Thesis http://shdl.mmu.edu.my/2993/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters University of Multimedia Research Library
institution Multimedia University
collection MMU Institutional Repository
topic HC79 Special Topics
Including air pollution, automation, consumer demand, famines, flow of funds, etc.
spellingShingle HC79 Special Topics
Including air pollution, automation, consumer demand, famines, flow of funds, etc.
Monfared, Mahdi Mohammadzadeh
Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
description This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009.
format Thesis
qualification_level Master's degree
author Monfared, Mahdi Mohammadzadeh
author_facet Monfared, Mahdi Mohammadzadeh
author_sort Monfared, Mahdi Mohammadzadeh
title Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
title_short Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
title_full Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
title_fullStr Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
title_full_unstemmed Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
title_sort test of the fama and french three factor model and its variant in bursa malaysia
granting_institution University of Multimedia
granting_department Research Library
publishDate 2011
_version_ 1747829472835403776