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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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Main Author: Mohd Dahalan, Nuraswani
Format: Thesis
Language:English
Published: 2016
Subjects:
Dissertations, Academic. Preparation of theses
Online Access:https://ir.uitm.edu.my/id/eprint/95483/1/95483.pdf
https://ir.uitm.edu.my/id/eprint/95483/
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spelling 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.
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 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 13.211869

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