Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia
Market illiquidity and investor sentiment show a significant role in Malaysian capital market, the variation of average stock returns left unexplained by capital asset pricing model is covered effectively by illiquidity and sentiment risks. Our investor sentiment measure consists of six market prox...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-08-01
|
| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/5102 |
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Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia
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Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia
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Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia
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