PREDICTORS OF VARIATION IN STOCK RETURNS: EVIDENCE FROM MALA YSIAN COMPANY PANEL DATA
We use Malaysian company panel data (1,729 firms/years observations) to examine the effects of beta, size, book-to-market value (BM) ratio, earnings-price (EIP) ratio, dividend yield, payout and leverage on the expected stock returns. Our results are based on the fixed _effects regression models as...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2002-03-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150624162329-IHQBP.pdf |