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Three Essays On Multifactor Asset Pricing Model in Malaysia Capital Market
thesis
posted on 17.05.2021, 00:45 authored by KOK FOO THEANGDeterminants 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.