Stock market declines and market fundamentals / Ho Yew Joe
This research investigates if market fundamentals are significant in predicting stock market declines in an ex-ante fashion. The dates of stock market declines are determined via a list of ex-post models which comprise the approaches of parametric, non-parametric, semi-parametric and scale-invariant...
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http://studentsrepo.um.edu.my/7774/http://studentsrepo.um.edu.my/7774/1/All.pdf
http://studentsrepo.um.edu.my/7774/2/1_Cover_page_%26_first_page.pdf
http://studentsrepo.um.edu.my/7774/4/3_Abstract.pdf
http://studentsrepo.um.edu.my/7774/5/4_Acknowledgements.pdf
http://studentsrepo.um.edu.my/7774/15/Write_Up_%2D_Full_Final.pdf
http://studentsrepo.um.edu.my/7774/6/5_Table_of_Contents.pdf
http://studentsrepo.um.edu.my/7774/7/6_List_of_Figures.pdf
http://studentsrepo.um.edu.my/7774/8/7_List_of_Tables.pdf
http://studentsrepo.um.edu.my/7774/9/8_List_of_Abbreviations.pdf
http://studentsrepo.um.edu.my/7774/10/9_List_of_Appendices.pdf
http://studentsrepo.um.edu.my/7774/11/10_References.pdf
http://studentsrepo.um.edu.my/7774/12/11_Appendix_A.pdf
http://studentsrepo.um.edu.my/7774/13/12_Appendix_B.pdf
http://studentsrepo.um.edu.my/7774/14/13_List_of_Publications.pdf
http://studentsrepo.um.edu.my/7774/56/2_Original_Literary_Work_Declaration.pdf