The Behaviour Of Malaysian Stock Market Investors

Abdullah, Nurliyana Thoh (2005) The Behaviour Of Malaysian Stock Market Investors. Masters thesis, Universiti Sains Malaysia.

[img] PDF
Download (264Kb)


    This research comes from a behavioral viewpoint on corporate finance and tries to explain the behavior of investors from a psychological approach, specifically by using prospect theory. The behavior of investors is captured through trading volume and the reaction is based on earnings surprise during earnings announcements. It is hypothesized that trading volume and earnings surprise is positively correlated, thus, predicting that investors would trade more during positive earnings surprises compared to negative earnings surprises.

    Item Type: Thesis (Masters)
    Subjects: H Social Sciences > HF Commerce > HF5001-6182 Business
    Divisions: Pusat Pengajian Siswazah Perniagaan (Graduate School of Business) > Thesis
    Depositing User: Mr. HR
    Date Deposited: 12 Jul 2012 14:20
    Last Modified: 17 Apr 2017 14:24

    Actions (login required)

    View Item