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Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar

The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices...

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Main Author: Omar, Lukman
Format: Thesis
Language:English
Published: 2021
Subjects:
Stock price indexes. Stock quotations
Communicable diseases and public health
Online Access:https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf
https://ir.uitm.edu.my/id/eprint/106354/
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spelling my.uitm.ir.1063542024-12-15T03:17:15Z https://ir.uitm.edu.my/id/eprint/106354/ Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar Omar, Lukman Stock price indexes. Stock quotations Communicable diseases and public health The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices are collected for 2 years (2019-2021) on daily basis. This study used quantitative secondary data which is time series and multiple regression models represented by the ordinary least squares (OLS) as the technique to look factor that affect the Malaysian index. It involves Nasdaq 100, Dow Jones Industrial Average (DJIA), Nikkei 225, and Hang Seng index. This research employs Event Study Method. The result indicated in covariance analysis are, all independent variable has significant relationship with dependent variable. Regression theoretical model was developed and regression analysis need to be performed. The result indicates that there is significant relationship between Malaysia index and all the independent variable where it can be retained in the regression model for the final theoretical model. Several tests on assumption were failed to reject the null hypothesis, while the null hypothesis for test on variance of error term can be rejected by using heteroskedasticity-consistent standard errors & covariance. 2021 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar. (2021) Degree thesis, thesis, Universiti Teknologi MARA, Johor.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Stock price indexes. Stock quotations
Communicable diseases and public health
spellingShingle Stock price indexes. Stock quotations
Communicable diseases and public health
Omar, Lukman
Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
description The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices are collected for 2 years (2019-2021) on daily basis. This study used quantitative secondary data which is time series and multiple regression models represented by the ordinary least squares (OLS) as the technique to look factor that affect the Malaysian index. It involves Nasdaq 100, Dow Jones Industrial Average (DJIA), Nikkei 225, and Hang Seng index. This research employs Event Study Method. The result indicated in covariance analysis are, all independent variable has significant relationship with dependent variable. Regression theoretical model was developed and regression analysis need to be performed. The result indicates that there is significant relationship between Malaysia index and all the independent variable where it can be retained in the regression model for the final theoretical model. Several tests on assumption were failed to reject the null hypothesis, while the null hypothesis for test on variance of error term can be rejected by using heteroskedasticity-consistent standard errors & covariance.
format Thesis
author Omar, Lukman
author_facet Omar, Lukman
author_sort Omar, Lukman
title Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_short Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_full Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_fullStr Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_full_unstemmed Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_sort relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic covid 19 / lukman omar
publishDate 2021
url https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf
https://ir.uitm.edu.my/id/eprint/106354/
_version_ 1818838337468760064
score 13.226497

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