Abstract
This study empirically examines the ability of the key factors (liquidity, firm size, and price to earning ratio) in explaining panel data of stock return in
the Malaysia. Kuala Lumpur Stock Exchange (KLSE) data and others data had been used as a secondary data of research. The sample consisted of 6 issuing companies of Kuala Lumpur Stock Exchange (KLSE) were randomly selected on yearly basis spanning from 2010 to 2014. Several tests with the purpose of this research, we estimated a Random Effect, Fixed Effect and Pooled OLS. However, consistent with previous researchers where are still debating the factors towards stock return. Hence, the expected outcome from the regression analysis determines whether the key factors could be influenced towards stock return during the period were selected.
Metadata
Item Type: | Student Project |
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Creators: | Creators Email / ID Num. Parman, Nuridayu 2014880238 |
Contributors: | Contribution Name Email / ID Num. Advisor Mohammed, Dr. Rozita @ Uji rozlim97@uitm.edu.my Contributor Bujang, Prof. Madya Dr. Imbarine imbar074@uitm.edu.my |
Subjects: | H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities |
Divisions: | Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management |
Programme: | Bachelor of Business Administration (Hons) Finance |
Keywords: | Key factors; Stock return; Panel data |
Date: | 2015 |
URI: | https://ir.uitm.edu.my/id/eprint/112474 |
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