The Persistence Of Malaysian Unit Trusts Performance By Using Odds Ratio Analysis

Amir, Afizar (2005) The Persistence Of Malaysian Unit Trusts Performance By Using Odds Ratio Analysis. Masters thesis, Universiti Sains Malaysia.

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    Abstract

    This study seeks to analyze the persistency of Malaysian unit trusts for the long term periods. The period measured was from January 1995 to December 2004. The main focus is to explore whether there is persistency of performance either positive (hot hand or cold hand) or negative (reversed) persistence among Malaysian unit trusts. Indeed, the persistency performance also will be measured by different benchmarks with various intervals of time.

    Item Type: Thesis (Masters)
    Subjects: H Social Sciences > HF Commerce > HF5001-6182 Business
    Divisions: Pusat Pengajian Siswazah Perniagaan (Graduate School of Business)
    Depositing User: Mr. HR
    Date Deposited: 12 Jul 2012 15:05
    Last Modified: 19 Aug 2013 10:32
    URI: http://eprints.usm.my/id/eprint/25696

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