Browsing 2017 - Management by Author "Gunathilaka, C."

Now showing items 1-3 of 3

Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia

Gunathilaka, C.; Jais, M.; Balia, S.S. (2017)

Market illiquidity (ILQ) and investor sentiment (IS) show a significant role in Malaysian capital market, the variation of average stock returns left unexplained by capital asset pricing model is covered effectively by ...
Investor Sentiment and Asset Pricing: A Review

Gunathilaka, C. (University of Sri Jayewardenepura, Nugegoda, 2017)

This paper reviews literature on asset pricing and investor sentiment. It provides a fair accumulation of evidence with an objective of showing how productive has been the effort of modelling market sentiment in pricing ...
Reversed Size, BM and Momentum Effects: A Review of Malaysian Equity Returns Behavior

Gunathilaka, C.; Jais, M.; Balia, S.S.; Abidin, A.Z.; Manaf3, K.B.A. (American Scientific Publishers, 2015)

This paper reviews behavior of widely documented equity market return anomalies and their pricing implications in multifactor asset pricing models. We apply time series and panel tests for 24 risk - mimicking portfolios, ...

Search DSpace