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Reason: Under embargo until May 2022. After this date a copy can be supplied under Section 51(2) of the Australian Copyright Act 1968 by submitting a document delivery request through your library, or by emailing document.delivery@monash.edu

Three Essays On Multifactor Asset Pricing Model in Malaysia Capital Market

thesis
posted on 2021-05-17, 00:45 authored by KOK 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

Additional supervisor 1

Teh Chee Ghee

Additional supervisor 2

Gary John Rangel

Year of Award

2021

Department, School or Centre

Business and Economics (Monash University Malaysia)

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Faculty

Faculty of Business and Economics

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