The Effect of the 1997 Financial Crisis on the Stability and Predictability on Beta of the Malaysian Stock Exchange, 1992-2005
This paper is a study on the stability and predictive quality of beta before and after the financial crisis of August 1997. Single securities and portfolios randomly formed from samples of the Main and Second Board were investigated. The mean and risk class bands of both boards had shifted lower ind...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
INTI Publishing House Sdn. Bhd.
2006
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| Subjects: | |
| Online Access: | http://eprints.intimal.edu.my/360/1/2006_5.pdf http://eprints.intimal.edu.my/360/ |
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| Institution: | INTI International University |
| Language: | English |