Size and value premium, performance and dynamic linkages of penny stocks in Malaysia / T. Shanmugam Thangavelu

This thesis presents three related empirical studies on: (1) performance of the Malaysian penny stocks; (2) risk-return analysis of Malaysian penny stocks; and (3) the impact of macroeconomic and non-macroeconomic determinants on Malaysian penny and non penny stocks. The period of analysis covers a...

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Bibliographic Details
Main Author: T. Shanmugam, Thangavelu
Format: Thesis
Published: 2019
Subjects:
Online Access:http://studentsrepo.um.edu.my/12574/1/T._Shanmugam.pdf
http://studentsrepo.um.edu.my/12574/
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Institution: Universiti Malaya

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