Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/1029
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's Journal of Archaeology of Egypt
Journal: PalArch's Journal of Archaeology of Egypt 
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/123456789/1029
ISSN: 1567-214X
Appears in Collections:Faculty of Entrepreneurship and Business - Other Publication

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