Measuring the systematic risk factors in Malaysia stock market returns: A principal component analysis approach
Stock market return was used as a leading indicator that measures the strength of the economy. The performance of stock market can be measured by stock market returns. However, the uncertainty in the stock market will cause systematic risk for investors. The aim of the paper to measures the systemat...
| Hoofdauteurs: | , , |
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| Formaat: | Artikel |
| Taal: | English English |
| Gepubliceerd in: |
Penerbit UMS
2019
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| Onderwerpen: | |
| Online toegang: | https://eprints.ums.edu.my/id/eprint/32164/3/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach_ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/32164/2/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach.pdf |
Internet
https://eprints.ums.edu.my/id/eprint/32164/3/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach_ABSTRACT.pdfhttps://eprints.ums.edu.my/id/eprint/32164/2/Measuring%20the%20systematic%20risk%20factors%20in%20Malaysia%20stock%20market%20returns%20A%20principal%20component%20analysis%20approach.pdf