Return And Correlations Of Malaysian Sector Stock Indices Under Different Market Conditions

Lee , Sze Aoh (2015) Return And Correlations Of Malaysian Sector Stock Indices Under Different Market Conditions. Masters thesis, Universiti Sains Malaysia.

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Abstract

Kajian ini ingin mengetahui potensi manfaat kepelbagaian melabur antara sektor dan indeks dalam Pasaran Malaysia. Tambahan, kajian ini mengkaji pulangan dan korelasi tujuh indeks sektor Malaysia dengan Indeks Komposit Kuala Lumpur (KLCI) pada keadaan pasaran yang berbeza dari Januari 2008 hingga Disember 2014. This study look at potential diversification benefits of investing between sectors and the index within Malaysian Market. In additional, this study examines returns and correlations of seven Malaysian sector indices along with Kuala Lumpur Composite Index (KLCI) under different market conditions from January 2008 to December 2014.

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 Firdaus Mohamad
Date Deposited: 01 Jul 2016 08:26
Last Modified: 12 Apr 2019 05:25
URI: http://eprints.usm.my/id/eprint/30148

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