A study of risk taking behavior in Malaysian stock market

Penyelidikan ini bertujuan untuk mengkaji perilaku pengambilan risiko para pelabur inrlivirlu eli pasaran saham Malaysia. Kerangka penyelirlikan telah rlirekahentuk untuk menguji perilaku pegambilan risiko para pelabur. Terdapat lima pembolehubah bagi menganalisa pengambilan risiko iaitu kecondon...

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Main Author: Sahul Hamid, Fazelina
Format: Thesis
Language:English
Published: 2007
Subjects:
Online Access:http://eprints.usm.my/35431/1/FAZELINA_SAHUL_HAMID_%28KHK%29_%28NN24%29.pdf
http://eprints.usm.my/35431/
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spelling my.usm.eprints.35431 http://eprints.usm.my/35431/ A study of risk taking behavior in Malaysian stock market Sahul Hamid, Fazelina HD28-70 Management. Industrial Management Penyelidikan ini bertujuan untuk mengkaji perilaku pengambilan risiko para pelabur inrlivirlu eli pasaran saham Malaysia. Kerangka penyelirlikan telah rlirekahentuk untuk menguji perilaku pegambilan risiko para pelabur. Terdapat lima pembolehubah bagi menganalisa pengambilan risiko iaitu kecondongan mengambil risiko, inersia, basil terdahulu pengambilan kurang risiko, rangka masalah dan kebiasaan bidang masalah. Selain daripada itu, kecenderungan pengambilan risiko dan persepsi risiko juga diperkenalkan sebagai pembolehubah pencelahan. Ujian bipotesis telah dilakukan kepada 162 pelabur yang diterima daripada 8 broker saham. Keputusan telah membuktikan bahawa kecondongan megambil risiko dan inersia mempunyai kesan yang signifikan terhadap kecenderungan pengambilan risiko manakala kebiasan bidang masalah mempunyai kesan yang signifikan terhadap persepsi risiko. This research studied the risk taking behavior of individual investors in the Malaysian stock market. A theoretical framework was developed to test the risk taking behavior of individual investors. There were five independent variables in the proposed model - risk preference, inertia, less risk outcome history, problem framing and problem domain familiarity. Risk propensity and risk perception were the two mediating variables in this model. Hypotheses were tested with 162 investors from eight stockbroking companies. It was found out that risk preference and inertia had significant effect on risk propensity whereas problem domain familiarity had significant effect on risk perception. 2007 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/35431/1/FAZELINA_SAHUL_HAMID_%28KHK%29_%28NN24%29.pdf Sahul Hamid, Fazelina (2007) A study of risk taking behavior in Malaysian stock market. Masters thesis, Universiti Sains Malaysia.
institution Universiti Sains Malaysia
building Hamzah Sendut Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sains Malaysia
content_source USM Institutional Repository
url_provider http://eprints.usm.my/
language English
topic HD28-70 Management. Industrial Management
spellingShingle HD28-70 Management. Industrial Management
Sahul Hamid, Fazelina
A study of risk taking behavior in Malaysian stock market
description Penyelidikan ini bertujuan untuk mengkaji perilaku pengambilan risiko para pelabur inrlivirlu eli pasaran saham Malaysia. Kerangka penyelirlikan telah rlirekahentuk untuk menguji perilaku pegambilan risiko para pelabur. Terdapat lima pembolehubah bagi menganalisa pengambilan risiko iaitu kecondongan mengambil risiko, inersia, basil terdahulu pengambilan kurang risiko, rangka masalah dan kebiasaan bidang masalah. Selain daripada itu, kecenderungan pengambilan risiko dan persepsi risiko juga diperkenalkan sebagai pembolehubah pencelahan. Ujian bipotesis telah dilakukan kepada 162 pelabur yang diterima daripada 8 broker saham. Keputusan telah membuktikan bahawa kecondongan megambil risiko dan inersia mempunyai kesan yang signifikan terhadap kecenderungan pengambilan risiko manakala kebiasan bidang masalah mempunyai kesan yang signifikan terhadap persepsi risiko. This research studied the risk taking behavior of individual investors in the Malaysian stock market. A theoretical framework was developed to test the risk taking behavior of individual investors. There were five independent variables in the proposed model - risk preference, inertia, less risk outcome history, problem framing and problem domain familiarity. Risk propensity and risk perception were the two mediating variables in this model. Hypotheses were tested with 162 investors from eight stockbroking companies. It was found out that risk preference and inertia had significant effect on risk propensity whereas problem domain familiarity had significant effect on risk perception.
format Thesis
author Sahul Hamid, Fazelina
author_facet Sahul Hamid, Fazelina
author_sort Sahul Hamid, Fazelina
title A study of risk taking behavior in Malaysian stock market
title_short A study of risk taking behavior in Malaysian stock market
title_full A study of risk taking behavior in Malaysian stock market
title_fullStr A study of risk taking behavior in Malaysian stock market
title_full_unstemmed A study of risk taking behavior in Malaysian stock market
title_sort study of risk taking behavior in malaysian stock market
publishDate 2007
url http://eprints.usm.my/35431/1/FAZELINA_SAHUL_HAMID_%28KHK%29_%28NN24%29.pdf
http://eprints.usm.my/35431/
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score 13.211869