Tobin’s Q and Its Determinants: A Study of Market Valuation in MISC Berhad

Posted: 31 May 2019

See all articles by Nur Anis Syazwani Ab. Bari

Nur Anis Syazwani Ab. Bari

Universiti Utara Malaysia - College of Business

Date Written: May 9, 2019

Abstract

The study examines the impact of Tobin’s Q or market valuation determinants on firm corporate governance of MISC Berhad. Tobin’s Q of the firm represents the ratio of market capitalization plus long-term debt to total assets. This study employs time series regression analysis from 2012 to 2016. The findings show that only internal factors giving significant impact to the market valuation of the firm when it has been tested solely in Model 1 and combined for both internal and external factors in Model 3. Meanwhile, there is no significant result when the external factors were tested solely in Model 2. The multiple linear regression analysis shows that the Altman Z score is the most significant and positively influenced the market valuation of MISC Berhad.

Keywords: Tobin’s Q, Market Valuation, Internal Factors, External Factors

JEL Classification: E31, E32, G33

Suggested Citation

Ab. Bari, Nur Anis Syazwani, Tobin’s Q and Its Determinants: A Study of Market Valuation in MISC Berhad (May 9, 2019). Available at SSRN: https://ssrn.com/abstract=3385297

Nur Anis Syazwani Ab. Bari (Contact Author)

Universiti Utara Malaysia - College of Business

Universiti Utara Malaysia
Universiti Utara Malaysia
Sintok, AK Kedah 06010
Malaysia

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