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http://hdl.handle.net/123456789/697| Title: | FORECASTING STOCKS PRICES OF GLCS USING THE CAPITAL ASSET PRICING MODEL: FROM THE EVENT OF POLITICAL ELECTIONS IN MALAYSIA | Authors: | Jasme, ND Alwi, S Salleh, MNM Mala, INB Jaini, A Sabri, NAA |
Keywords: | Government Linked Companies;Stock Prices;Government Administration;Event Methodology | Issue Date: | 2020 | Publisher: | PalArch Foundation | Journal: | PalArch's Journal of Archaeology of Egypt/ Egyptology | Abstract: | This paper is aimed to investigate the impact of new government administration on Government Linked Companies (GLCs) stock prices by using event methodology. The change of new administration just happens recently (in May 2019), therefore this research will be useful contribution to the literature. Data for 129 GLCs companies were collected and used for this study. The results show that there is a significant impact at 20% level. |
Description: | Others |
URI: | http://hdl.handle.net/123456789/697 | ISSN: | 1567-214X |
| Appears in Collections: | Journal Indexed Era/Google Scholar and Others FKP |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2020 Nur Ain Ayunni Palarch.pdf | 538.42 kB | Adobe PDF | View/Open |
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