FORECASTING STOCKS PRICES OF GLCS USING THE CAPITAL ASSET PRICING MODEL: FROM THE EVENT OF POLITICAL ELECTIONS IN MALAYSIA

Authors

  • Noor Diyana Jasme
  • Shaliza Alwi
  • Masrina Nadia Mohd. Salleh
  • Irfah Najihah Basir Mala
  • Azila Jaini
  • Nur Ain Ayunni Sabri

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.

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Published

2020-12-20

How to Cite

Noor Diyana Jasme, Shaliza Alwi, Masrina Nadia Mohd. Salleh, Irfah Najihah Basir Mala, Azila Jaini, & Nur Ain Ayunni Sabri. (2020). FORECASTING STOCKS PRICES OF GLCS USING THE CAPITAL ASSET PRICING MODEL: FROM THE EVENT OF POLITICAL ELECTIONS IN MALAYSIA. PalArch’s Journal of Archaeology of Egypt / Egyptology, 17(10), 70-81. Retrieved from https://www.archives.palarch.nl/index.php/jae/article/view/3321

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