Market and companies confidence index and their relation with stock return
This paper analyzes the relationship between market confidence and stock return.In addition, it also aims to analyze the relationship between company’s confidence and stock return. Based on principal component analysis (factor analysis), a confidence index will be developed for the Kuala Lumpur stoc...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Othman Yeop Abdullah (OYA) Graduate School of Business, Universiti Utara Malaysia
2010
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/11859/1/10.pdf http://repo.uum.edu.my/11859/ http://www.oyagsb.uum.edu.my/index.php/about-ipbj |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Utara Malaysia |
| Language: | English |
| id |
my.uum.repo.11859 |
|---|---|
| record_format |
eprints |
| spelling |
my.uum.repo.118592016-04-25T03:42:42Z http://repo.uum.edu.my/11859/ Market and companies confidence index and their relation with stock return Mansour, Basyar Yaser Ibrahim, Yusnidah HG Finance This paper analyzes the relationship between market confidence and stock return.In addition, it also aims to analyze the relationship between company’s confidence and stock return. Based on principal component analysis (factor analysis), a confidence index will be developed for the Kuala Lumpur stock exchange with data from 2000 to 2010. The sample consisted of companies listed on Kuala Lumpur stock exchange which will be grouped into quartiles, each representing a portfolio.Next, the average return of each portfolio for every quarter is going to be calculated.Finally, the results will indicate a significant and negative or positive relationship between the market as well as company’s confidence index and the stock return. Othman Yeop Abdullah (OYA) Graduate School of Business, Universiti Utara Malaysia 2010 Article PeerReviewed application/pdf en http://repo.uum.edu.my/11859/1/10.pdf Mansour, Basyar Yaser and Ibrahim, Yusnidah (2010) Market and companies confidence index and their relation with stock return. International Postgraduate Business Journal, 2 (1). pp. 61-72. ISSN 2180-2459 http://www.oyagsb.uum.edu.my/index.php/about-ipbj |
| institution |
Universiti Utara Malaysia |
| building |
UUM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Utara Malaysia |
| content_source |
UUM Institutionali Repository |
| url_provider |
http://repo.uum.edu.my/ |
| language |
English |
| topic |
HG Finance |
| spellingShingle |
HG Finance Mansour, Basyar Yaser Ibrahim, Yusnidah Market and companies confidence index and their relation with stock return |
| description |
This paper analyzes the relationship between market confidence and stock return.In addition, it also aims to analyze the relationship between company’s confidence and stock return. Based on principal component analysis (factor analysis), a confidence index will be developed for the Kuala Lumpur stock exchange with data from 2000 to 2010. The sample consisted of companies listed
on Kuala Lumpur stock exchange which will be grouped into quartiles, each representing a portfolio.Next, the average return of each portfolio for every quarter is going to be calculated.Finally, the results will indicate a significant and negative or positive relationship between the market as well as company’s confidence index and the stock return. |
| format |
Article |
| author |
Mansour, Basyar Yaser Ibrahim, Yusnidah |
| author_facet |
Mansour, Basyar Yaser Ibrahim, Yusnidah |
| author_sort |
Mansour, Basyar Yaser |
| title |
Market and companies confidence index and their relation with stock return |
| title_short |
Market and companies confidence index and their relation with stock return |
| title_full |
Market and companies confidence index and their relation with stock return |
| title_fullStr |
Market and companies confidence index and their relation with stock return |
| title_full_unstemmed |
Market and companies confidence index and their relation with stock return |
| title_sort |
market and companies confidence index and their relation with stock return |
| publisher |
Othman Yeop Abdullah (OYA) Graduate School of Business, Universiti Utara Malaysia |
| publishDate |
2010 |
| url |
http://repo.uum.edu.my/11859/1/10.pdf http://repo.uum.edu.my/11859/ http://www.oyagsb.uum.edu.my/index.php/about-ipbj |
| _version_ |
1644280755776389120 |