Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan

This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are...

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Main Author:	Mohd Dahalan, Nuraswani
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Dissertations, Academic Preparation of theses
Online Access:	https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf
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id	my-uitm-ir.95483
record_format	uketd_dc
spelling	my-uitm-ir.954832024-05-29T16:43:02Z Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan 2016 Mohd Dahalan, Nuraswani Dissertations, Academic. Preparation of theses This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are firm size, profitability, leverage, dividend yield and liquidity. This study used Ordinary Least Squares, Fixed Effect Model, Random Effect Model, Pearson Correlation, Multicollinearity Test, Heterokedasticity Test and Serial Correlation Test. It is found that firm size and profitability are statistically significant in determining the share price volatility. Meanwhile, leverage, dividend yield and liquidity are found to have not significant relationship with share price volatility. 2016 Thesis https://ir.uitm.edu.my/id/eprint/95483/ https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf text en public degree Universiti Teknologi MARA, Negeri Sembilan Faculty of Business Management
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Dissertations, Academic Preparation of theses
spellingShingle	Dissertations, Academic Preparation of theses Mohd Dahalan, Nuraswani Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
description	This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are firm size, profitability, leverage, dividend yield and liquidity. This study used Ordinary Least Squares, Fixed Effect Model, Random Effect Model, Pearson Correlation, Multicollinearity Test, Heterokedasticity Test and Serial Correlation Test. It is found that firm size and profitability are statistically significant in determining the share price volatility. Meanwhile, leverage, dividend yield and liquidity are found to have not significant relationship with share price volatility.
format	Thesis
qualification_level	Bachelor degree
author	Mohd Dahalan, Nuraswani
author_facet	Mohd Dahalan, Nuraswani
author_sort	Mohd Dahalan, Nuraswani
title	Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
title_short	Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
title_full	Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
title_fullStr	Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
title_full_unstemmed	Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
title_sort	determinants of share price volatility: evidence from construction companies in malaysia (2006-2015) / nuraswani mohd dahalan
granting_institution	Universiti Teknologi MARA, Negeri Sembilan
granting_department	Faculty of Business Management
publishDate	2016
url	https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf
_version_	1804889959934459904

Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan

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