The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli

The market volatility always excites the industry resulting from the investors’ interest in maximizing their returns. The recent natural tragedy in Japan and geopolitical crisis in Middle East countries also affect the share trading behavior. This will create the uncertainties in the share prices as...

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Main Author:	Zulkifli, Syairah Aimi
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2011
Subjects:	Price Malaysia
Online Access:	http://ir.uitm.edu.my/id/eprint/19171/ http://ir.uitm.edu.my/id/eprint/19171/2/PPb_SYAIRAH%20AIMI%20ZULKIFLI%20BM%20T%2011_5.pdf

id	uitm-19171
recordtype	eprints
spelling	uitm-191712018-12-18T04:55:21Z http://ir.uitm.edu.my/id/eprint/19171/ The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli Zulkifli, Syairah Aimi Price Malaysia The market volatility always excites the industry resulting from the investors’ interest in maximizing their returns. The recent natural tragedy in Japan and geopolitical crisis in Middle East countries also affect the share trading behavior. This will create the uncertainties in the share prices as explained by the random walk hypothesis that support the efficient market hypothesis. Amongst the sectors that directly affected is the financial institution. The macroeconomic factors such as financial crisis, inflationary rate and trade imbalance will influence the banking industry share prices. As a result, this study aims to examine the determinants of share price volatility among public listed local banks in Malaysia. The researcher focuses on those banks that are listed in OSK 188 (under OSK Securities Berhad). The determinants include earnings per share (EPS), net asset, net cash flow and dividend. All these factors are independent variables towards share price volatility, the dependent variable, to determine the relationship for each variable. This research uses the data from year 2006 until 2009 on a quarterly basis for seven selected public listed local banks in Malaysia. The Generalized Least Square (GLS) panel data analysis used in this study shows the net cash flow is the strong explanatory powers towards the share price volatility. Faculty of Business and Management 2011 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/19171/2/PPb_SYAIRAH%20AIMI%20ZULKIFLI%20BM%20T%2011_5.pdf Zulkifli, Syairah Aimi (2011) The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Price Malaysia
spellingShingle	Price Malaysia Zulkifli, Syairah Aimi The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
description	The market volatility always excites the industry resulting from the investors’ interest in maximizing their returns. The recent natural tragedy in Japan and geopolitical crisis in Middle East countries also affect the share trading behavior. This will create the uncertainties in the share prices as explained by the random walk hypothesis that support the efficient market hypothesis. Amongst the sectors that directly affected is the financial institution. The macroeconomic factors such as financial crisis, inflationary rate and trade imbalance will influence the banking industry share prices. As a result, this study aims to examine the determinants of share price volatility among public listed local banks in Malaysia. The researcher focuses on those banks that are listed in OSK 188 (under OSK Securities Berhad). The determinants include earnings per share (EPS), net asset, net cash flow and dividend. All these factors are independent variables towards share price volatility, the dependent variable, to determine the relationship for each variable. This research uses the data from year 2006 until 2009 on a quarterly basis for seven selected public listed local banks in Malaysia. The Generalized Least Square (GLS) panel data analysis used in this study shows the net cash flow is the strong explanatory powers towards the share price volatility.
format	Student Project
author	Zulkifli, Syairah Aimi
author_facet	Zulkifli, Syairah Aimi
author_sort	Zulkifli, Syairah Aimi
title	The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
title_short	The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
title_full	The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
title_fullStr	The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
title_full_unstemmed	The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
title_sort	determinants of share price volatility among public listed local banks in malaysia/ syairah aimi zulkifli
publisher	Faculty of Business and Management
publishDate	2011
url	http://ir.uitm.edu.my/id/eprint/19171/ http://ir.uitm.edu.my/id/eprint/19171/2/PPb_SYAIRAH%20AIMI%20ZULKIFLI%20BM%20T%2011_5.pdf
first_indexed	2023-09-18T23:02:00Z
last_indexed	2023-09-18T23:02:00Z
_version_	1777418235303428096

The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli

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