Explanatory power of financial ratios on excess returns in the Malaysian stock market

• Main Authors: Choong, Jia Wen, Toh, Jin Leng, Wang, Winnie Kai Li
• Other Authors: Wang Wei Siang
• Format: Final Year Project
• Language: English
• Published: 2017
• Subjects: DRNTU::Social sciences
• Online Access: http://hdl.handle.net/10356/69770
• Institution: Nanyang Technological University

This report aims to investigate if any financial ratios have explanatory power on excess returns of stocks in the Malaysian stock market. Year dummies and the interaction terms between the year and each financial ratio are added into the model to consider for t...