Analysis On The Association Between Reit Stocks Returns And Returns Of Stock Market In Malaysia

Tay, Lee Suang. (2014) Analysis On The Association Between Reit Stocks Returns And Returns Of Stock Market In Malaysia. [Final Year Project Report] (Unpublished)

[img] PDF (Please get the password from Digital Collection Development Unit, ext: 082-583932 / 082-583914)
ANALYSIS ON THE ASSOCIATION ftext.pdf
Restricted to Registered users only

Download (2MB)

Abstract

The purpose of this study is to analyze the association between REIT stocks returns and returns of stock market in Malaysia. The sample of REIT stocks consist of 10 REITs listed on the main board of Bursa Malaysia. Besides that, there are 5 different stock market indices were employed to represent different stock markets namely FTSE KLCI, FTSE Small Cap Stock Index, MSCI Malaysia Large Cap Stock Index, MSCI Mid Cap Stock Index and Dow Jones Malaysia Banking Stock Index. There are a total of 72 monthly observations for each variable from year 2008 until 2013. All the data are gathered from Yahoo Finance and Data Stream Center of faculty.

Item Type: Final Year Project Report
Additional Information: Project Report (BFin) -- Universiti Malaysia Sarawak, 2014.
Uncontrolled Keywords: REIT stocks returns and stock market, Bursa Malaysia, Vector Autoregressive System Model (VAR) and Granger Causality Analysis, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education, undergraduate, , research, Universiti Malaysia Sarawak.
Subjects: H Social Sciences > HG Finance
Divisions: Academic Faculties, Institutes and Centres > Faculty of Economics and Business
Depositing User: Gani
Date Deposited: 09 May 2019 01:39
Last Modified: 09 May 2019 01:39
URI: http://ir.unimas.my/id/eprint/24769

Actions (For repository members only: login required)

View Item View Item