Calender effect and portfolio management around the globe / Ahmad Fahmi Nazrin Dalimi

This paper examines the oil shocks dynamic impacts to different industry stock returns of Bursa Malaysia, namely; Consumer product, Finance, Industrial product, Plantation, Properties, Tin and Mining, and Trade and Services. The time frame for the analysis is from year 1997 to 2015 with weekly data...

Full description

Saved in:
Bibliographic Details
Main Author: Dalimi, Ahmad Fahmi Nazrin
Format: Student Project
Language:en
Published: 2016
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/112500/1/112500.pdf
https://ir.uitm.edu.my/id/eprint/112500/
Tags: Add Tag
No Tags, Be the first to tag this record!