The relationship between stock market volatility and equity returns : evidence from Malaysia / Azlina Celestinus

The equity return are vary every time and researchers keep on predicting the return by using different stock market variables and even by using macroeconomics variables, which the equity return also contributed to the economic growth especially in Malaysia. However, it is believed that the equity re...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Celestinus, Azlina
التنسيق: Student Project
اللغة:English
منشور في: 2016
الموضوعات:
الوصول للمادة أونلاين:https://ir.uitm.edu.my/id/eprint/81693/1/81693.pdf
https://ir.uitm.edu.my/id/eprint/81693/
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الوصف
الملخص:The equity return are vary every time and researchers keep on predicting the return by using different stock market variables and even by using macroeconomics variables, which the equity return also contributed to the economic growth especially in Malaysia. However, it is believed that the equity returns are hardy predictable because of the stock market volatility. Thus, in this study, instead of using the specific firm's variables or macroeconomics variables, we want to know whether there is any negative or positive relationship between stock market volatility and equity returns.