Investor Sentiment Integrated Asset Pricing Framework: The Case Of Malaysia

This study addresses the issues pertaining to asset pricing in Malaysian stock market using monthly data for all the stocks on the main market of Bursa Malaysia, macroeconomic variables and sentiment proxies over the period of January 2001 to December 2015. The study is carried out based on two theo...

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Bibliographic Details
Main Author: Goh, Han Hwa
Format: Thesis
Published: 2019
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