The Components Of Systematic Risk And Their Determinants In The Malaysian Equity Market
We examine the country components of world systematic risk in the context of Bursa Malaysia. World systematic risk is divided into the US, developed markets, regional markets, major trading partners, and the rest of the world. We tested market and 9 firmcharacteristic-sorted portfolios, based on s...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2015
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/40038/1/aamjaf110215_07.pdf |