Sahul Hamid, Fazelina
(2007)
A study of risk taking behavior in Malaysian stock market.
Masters thesis, Universiti Sains Malaysia.
Abstract
Penyelidikan ini bertujuan untuk mengkaji perilaku pengambilan risiko para pelabur
inrlivirlu eli pasaran saham Malaysia. Kerangka penyelirlikan telah rlirekahentuk untuk
menguji perilaku pegambilan risiko para pelabur. Terdapat lima pembolehubah bagi
menganalisa pengambilan risiko iaitu kecondongan mengambil risiko, inersia, basil
terdahulu pengambilan kurang risiko, rangka masalah dan kebiasaan bidang masalah.
Selain daripada itu, kecenderungan pengambilan risiko dan persepsi risiko juga
diperkenalkan sebagai pembolehubah pencelahan. Ujian bipotesis telah dilakukan kepada
162 pelabur yang diterima daripada 8 broker saham. Keputusan telah membuktikan
bahawa kecondongan megambil risiko dan inersia mempunyai kesan yang signifikan
terhadap kecenderungan pengambilan risiko manakala kebiasan bidang masalah
mempunyai kesan yang signifikan terhadap persepsi risiko.
This research studied the risk taking behavior of individual investors in the Malaysian
stock market. A theoretical framework was developed to test the risk taking behavior of
individual investors. There were five independent variables in the proposed model - risk
preference, inertia, less risk outcome history, problem framing and problem domain
familiarity. Risk propensity and risk perception were the two mediating variables in this
model. Hypotheses were tested with 162 investors from eight stockbroking companies.
It was found out that risk preference and inertia had significant effect on risk propensity
whereas problem domain familiarity had significant effect on risk perception.
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