Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia

Citation

Monfared, Mahdi Mohammadzadeh (2011) Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia. Masters thesis, University of Multimedia.

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Abstract

This paper empirically studies the FAMA and French three-factor model of stock returns along with its variants, for the Malaysian manufacturing industry, which consists of 325 companies listed on the Main board of the Bursa Malaysia from January 2006 to December 2009.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HC Economic History and Conditions > HC79 Special Topics. Including air pollution, automation, consumer demand, famines, flow of funds, etc.
Divisions: Faculty of Management (FOM) > MBA Programme
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 26 Sep 2011 03:26
Last Modified: 26 Sep 2011 03:26
URII: http://shdl.mmu.edu.my/id/eprint/2993

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