An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
Previous empirical tests of the Capital Asset Pricing Model (CAPM) in mature and emerging capital markets focused on the premise that there is a positive linear relationship between portfolio betas and portfolio returns. The CAPM predicts that the expected return for any asset is a positive funct...
Saved in:
Main Author: | Haniff, Mohd Nizal |
---|---|
Format: | Thesis |
Language: | English English |
Published: |
2000
|
Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/7941/1/GSM_2001_11_.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
An assessment of risk and return in the Kuala Lumpur Stock Exchange /
by: Lee, Jasmine Soo Tjin
Published: (1998) -
An empirical study on the relationship between the returns on the foreign exchange market and the returns on the Kuala Lumpur Stock Exchange /
by: Cheng, Fan Fah
Published: (1992) -
Seasonality of volatility and returns and their causal relationship in the Kuala Lumpur Stock Exchange /
by: Toh, Hock Chai
Published: (2001) -
The Evidence of Size Effect During Bull and Bear Markets
by: Mohd Yacob, Nathrah
Published: (2006) -
Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
by: Pek, Thian Kor
Published: (2001)