Cover Image

The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi

This study focuses on the impact of variables of market anomalies on stocks' annual returns. A number of 70 securities were selected out of 130 securities listed on Bursa Malaysia under the consumer product category. This study covers the sample in 10 years period starting from the year 2008 un...

Full description

Saved in:
Bibliographic Details
Main Author: Azmi, Siti Nurain Izzati
Format: Student Project
Language:English
Published: 2018
Subjects:
Investment, capital formation, speculation
Kuala Lumpur. KLSE
Online Access:https://ir.uitm.edu.my/id/eprint/45187/1/45187.pdf
https://ir.uitm.edu.my/id/eprint/45187/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.uitm.ir.45187
record_format eprints
spelling my.uitm.ir.451872021-08-23T02:43:42Z https://ir.uitm.edu.my/id/eprint/45187/ The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi Azmi, Siti Nurain Izzati Investment, capital formation, speculation Kuala Lumpur. KLSE This study focuses on the impact of variables of market anomalies on stocks' annual returns. A number of 70 securities were selected out of 130 securities listed on Bursa Malaysia under the consumer product category. This study covers the sample in 10 years period starting from the year 2008 until 2017. The study Will also be conducted through the method of multiple regression analysis which Will be conducted using E-Views in order to identify the Impact of the variables of anomalies on stocks' annual returns. Hypotheses will then be tested using the Multiple Least Squares Method. The study reveals a positive relationship between dividend yield and year-end closing price With stock returns. Likewise, there is a negative relation between bock to market, market capitalization, and P/E ratio with stock return. it is hoped that this study could improve the ways investors make investment decisions by taking Into account the presence of market anomalies. 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/45187/1/45187.pdf ID45187 Azmi, Siti Nurain Izzati (2018) The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi. [Student Project]
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Investment, capital formation, speculation
Kuala Lumpur. KLSE
spellingShingle Investment, capital formation, speculation
Kuala Lumpur. KLSE
Azmi, Siti Nurain Izzati
The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
description This study focuses on the impact of variables of market anomalies on stocks' annual returns. A number of 70 securities were selected out of 130 securities listed on Bursa Malaysia under the consumer product category. This study covers the sample in 10 years period starting from the year 2008 until 2017. The study Will also be conducted through the method of multiple regression analysis which Will be conducted using E-Views in order to identify the Impact of the variables of anomalies on stocks' annual returns. Hypotheses will then be tested using the Multiple Least Squares Method. The study reveals a positive relationship between dividend yield and year-end closing price With stock returns. Likewise, there is a negative relation between bock to market, market capitalization, and P/E ratio with stock return. it is hoped that this study could improve the ways investors make investment decisions by taking Into account the presence of market anomalies.
format Student Project
author Azmi, Siti Nurain Izzati
author_facet Azmi, Siti Nurain Izzati
author_sort Azmi, Siti Nurain Izzati
title The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
title_short The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
title_full The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
title_fullStr The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
title_full_unstemmed The impact of market anomalies on stocks' annual returns / Siti Nurain Izzati Azmi
title_sort impact of market anomalies on stocks' annual returns / siti nurain izzati azmi
publishDate 2018
url https://ir.uitm.edu.my/id/eprint/45187/1/45187.pdf
https://ir.uitm.edu.my/id/eprint/45187/
_version_ 1709671381773320192
score 13.211869

Similar Items