The correlation bond and stock returns under industrial products in Malaysia / Mary Magdeline Maturin

Maturin, Mary Magdeline (2015) The correlation bond and stock returns under industrial products in Malaysia / Mary Magdeline Maturin. [Student Project] (Unpublished)
Abstract

This study is to explain the correlation between the stock and bond returns; that both represent ROI and GBY, whereby there are two factors that causes its comovements, that is expected inflation; represented the CPI, and risk premium; represented IR and ROA. This study is focus on the Industrial Products in Malaysia that consists 259 companies available under Bursa Malaysia, however, only 30 companies been chosen to conduct as a data collection within 10 years from 2004 to 2013 yet using cross-sectional to regress the data. Thus, overall of the findings shows that there is a positive relationship between the ROI with the CPI and ROA.

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