A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
The purpose of this paper is to study the relationship between the financial ratios and the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM) are selected as the predictor variables....
Saved in:
Main Author: | |
---|---|
Format: | Student Project |
Language: | English |
Published: |
2016
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf https://ir.uitm.edu.my/id/eprint/50111/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my.uitm.ir.50111 |
---|---|
record_format |
eprints |
spelling |
my.uitm.ir.501112021-09-13T03:55:08Z https://ir.uitm.edu.my/id/eprint/50111/ A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol Jaibol, Branda Capital budget. Capital investments. Fixed capital Dividends. Stock dividends. Dividend reinvestment Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations The purpose of this paper is to study the relationship between the financial ratios and the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM) are selected as the predictor variables. in addition, this paper also included return on equity (ROE) as a variable in predicting the stock return in Malaysia. The finding shows that both DY and BM have positive significant relationship towards Malaysian stock return while EY and ROE have no significant relationship with the Malaysian Stock Return. It was proved that financial ratios can predict the stock return and BM have the highest predictive power among the variables. 2016-12 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf ID50111 Jaibol, Branda (2016) A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol. [Student Project] (Unpublished) |
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 |
Capital budget. Capital investments. Fixed capital Dividends. Stock dividends. Dividend reinvestment Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations |
spellingShingle |
Capital budget. Capital investments. Fixed capital Dividends. Stock dividends. Dividend reinvestment Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Jaibol, Branda A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
description |
The purpose of this paper is to study the relationship between the financial ratios and
the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios
including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM)
are selected as the predictor variables. in addition, this paper also included return on
equity (ROE) as a variable in predicting the stock return in Malaysia. The finding
shows that both DY and BM have positive significant relationship towards Malaysian
stock return while EY and ROE have no significant relationship with the Malaysian
Stock Return. It was proved that financial ratios can predict the stock return and BM
have the highest predictive power among the variables. |
format |
Student Project |
author |
Jaibol, Branda |
author_facet |
Jaibol, Branda |
author_sort |
Jaibol, Branda |
title |
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
title_short |
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
title_full |
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
title_fullStr |
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
title_full_unstemmed |
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol |
title_sort |
study on the relationship between malaysian stock returns and financial ratios / branda jaibol |
publishDate |
2016 |
url |
https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf https://ir.uitm.edu.my/id/eprint/50111/ |
_version_ |
1712288367825125376 |
score |
13.211869 |