Sectoral beta forecasts of securities in a thin capital market: a case of Malaysia
This study examined the beta forecasts of securities in the overall Malaysian securities market and the industrial, finance, property and plantation sectors. Beta coeficients of 146 securities spread across the various sectors were computed for each 2-year period over the period 1984-1993 by the or...
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Main Author: | Kok, Kim Lian |
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
1997
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Online Access: | http://journalarticle.ukm.my/7974/1/813-1552-1-SM.pdf http://journalarticle.ukm.my/7974/ http://ejournals.ukm.my/pengurusan/issue/view/ |
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