Stock market declines and market fundamentals / Ho Yew Joe
This research investigates if market fundamentals are significant in predicting stock market declines in an ex-ante fashion. The dates of stock market declines are determined via a list of ex-post models which comprise the approaches of parametric, non-parametric, semi-parametric and scale-invariant...
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| Format: | Thesis |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://studentsrepo.um.edu.my/7774/1/All.pdf http://studentsrepo.um.edu.my/7774/56/yew_joe.pdf http://studentsrepo.um.edu.my/7774/ |
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| Institution: | Universiti Malaya |