Replications of Contemporary Finance and Investment Studies in Malaysia
REPLICATIONS OF CONTEMPORARY FINANCE AND INVESTMENT STUDIES IN MALAYSIA
ISBN 978-629-486-097-1
MYR35.00
Book Details
Author/Editor: Robert Faff
Pages: 154
Year of Publication: 2024
Description:
Replications and replicability are becoming an increasingly important part of the modern view of responsible science. Most notably, responsible research is about being relevant and reliable, and ideally such research efforts should be applicable to a diversity setting. This book embarks on a journey of discovery – a journey that seeks to establish whether and to what extent the key findings of selected recent US studies identified in the world’s leading finance journals do “work” in contemporary Malaysian financial markets. Broadly speaking, the topics covered include: the efficacy of safe-haven assets; the role of asset pricing factors; the effect of mood on investing; the general market predictability of precious metals; the role of skewness; left-tail risk; and the value of CSR. Such carefully executed replication evidence will present a landmark reference point for the key stakeholders in Malaysia for years to come – whether they are academics, research students, coursework students, corporations, fund managers, regulators, government, exchanges or industry practitioners.
BISAC Subject Code(s): BUS027000
Category: Finance
