Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan
This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are...
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2016
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| オンライン･アクセス: | https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf https://ir.uitm.edu.my/id/eprint/95483/ |
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my.uitm.ir.954832024-05-29T16:43:02Z https://ir.uitm.edu.my/id/eprint/95483/ Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan Mohd Dahalan, Nuraswani Dissertations, Academic. Preparation of theses This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are firm size, profitability, leverage, dividend yield and liquidity. This study used Ordinary Least Squares, Fixed Effect Model, Random Effect Model, Pearson Correlation, Multicollinearity Test, Heterokedasticity Test and Serial Correlation Test. It is found that firm size and profitability are statistically significant in determining the share price volatility. Meanwhile, leverage, dividend yield and liquidity are found to have not significant relationship with share price volatility. 2016 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan. (2016) Degree thesis, thesis, Universiti Teknologi MARA, Negeri Sembilan. |
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Universiti Teknologi Mara |
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Tun Abdul Razak Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Teknologi Mara |
| content_source |
UiTM Institutional Repository |
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http://ir.uitm.edu.my/ |
| language |
English |
| topic |
Dissertations, Academic. Preparation of theses |
| spellingShingle |
Dissertations, Academic. Preparation of theses Mohd Dahalan, Nuraswani Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| description |
This study is undertaken to identify the determinants of share price volatility evidence from construction companies in Malaysia. The data employed in this study is from year 2006 until year 2015. This study is using share price as the dependent variable. Independent variables used in this study are firm size, profitability, leverage, dividend yield and liquidity. This study used Ordinary Least Squares, Fixed Effect Model, Random Effect Model, Pearson Correlation, Multicollinearity Test, Heterokedasticity Test and Serial Correlation Test. It is found that firm size and profitability are statistically significant in determining the share price volatility. Meanwhile, leverage, dividend yield and liquidity are found to have not significant relationship with share price volatility. |
| format |
Thesis |
| author |
Mohd Dahalan, Nuraswani |
| author_facet |
Mohd Dahalan, Nuraswani |
| author_sort |
Mohd Dahalan, Nuraswani |
| title |
Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| title_short |
Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| title_full |
Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| title_fullStr |
Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| title_full_unstemmed |
Determinants of share price volatility: evidence from construction companies in Malaysia (2006-2015) / Nuraswani Mohd Dahalan |
| title_sort |
determinants of share price volatility: evidence from construction companies in malaysia (2006-2015) / nuraswani mohd dahalan |
| publishDate |
2016 |
| url |
https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf https://ir.uitm.edu.my/id/eprint/95483/ |
| _version_ |
1800726752976175104 |
| score |
13.250246 |