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Three Essays On Multifactor Asset Pricing Model in Malaysia Capital Market
thesis
posted on 2021-05-17, 00:45authored byKOK FOO THEANG
Determinants of stocks and government bonds prices have attracted substantial interest from both academics and practitioners. However, studies in this area in Malaysia, an emerging market, is lacking. This thesis analyses comprehensive factors that affect Malaysia's stocks and government bonds prices using regression and machine learning techniques.
History
Campus location
Malaysia
Principal supervisor
Liang Zhang
Additional supervisor 1
Teh Chee Ghee
Additional supervisor 2
Gary John Rangel
Year of Award
2021
Department, School or Centre
School of Business and Economics (Monash University Malaysia)