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Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri

The purpose of this study is to evaluate the performance of Malaysian stock market. We have investigated whether the global pandemic Covid-19 really affected the Malaysian stock market. The pandemic Covid-19 has been chosen in our study because the impact of the pandemic is shocking globally. Many s...

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Main Author: Jopri, Mohamad Firdaus
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/106356/1/106356.pdf
https://ir.uitm.edu.my/id/eprint/106356/
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spelling my.uitm.ir.1063562024-12-15T03:15:06Z https://ir.uitm.edu.my/id/eprint/106356/ Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri Jopri, Mohamad Firdaus Stock price indexes. Stock quotations Communicable diseases and public health The purpose of this study is to evaluate the performance of Malaysian stock market. We have investigated whether the global pandemic Covid-19 really affected the Malaysian stock market. The pandemic Covid-19 has been chosen in our study because the impact of the pandemic is shocking globally. Many sectors affected by the pandemic. The dependent variable used to conduct this study is KLCI Index, while the independent variables used are Covid-19 cases in Malaysia, Covid-19 cases in China, Covid-19 cases in United States, CBOE VIX Index and Brent Crude Oil Price. The time series data is used based on a year daily data in 2020 from 1 st January 2020 to 31 st December 2020 to evaluate the relationship between the independent variables and dependent variable. The financial data of KLCI Index, CBOE VIX Index and Brent Crude Oil Price is taken from investing.com while the Covid-19 cases is taken from DataStream. Furthermore, based on previous study by Jais L. Y. (2020), we found that the results showed the number of Covid-19 cases in Malaysia adversely affected the performance of Malaysian stock market same as the CBOE Volatility Index which tends to adversely affected the Malaysian stock market performance. Covid-19 cases in Malaysia and CBOE Volatility Index showed a negative and significant relationship towards KLCI Index. Meanwhile, Brent Crude Oil Price did not adversely affect the performance of Malaysian stock market as we got a result ofpositive and significant towards KLCI Index similar with the results by previous study by (Jais L. Y. , 2020). 2021 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/106356/1/106356.pdf Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri. (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
Jopri, Mohamad Firdaus
Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
description The purpose of this study is to evaluate the performance of Malaysian stock market. We have investigated whether the global pandemic Covid-19 really affected the Malaysian stock market. The pandemic Covid-19 has been chosen in our study because the impact of the pandemic is shocking globally. Many sectors affected by the pandemic. The dependent variable used to conduct this study is KLCI Index, while the independent variables used are Covid-19 cases in Malaysia, Covid-19 cases in China, Covid-19 cases in United States, CBOE VIX Index and Brent Crude Oil Price. The time series data is used based on a year daily data in 2020 from 1 st January 2020 to 31 st December 2020 to evaluate the relationship between the independent variables and dependent variable. The financial data of KLCI Index, CBOE VIX Index and Brent Crude Oil Price is taken from investing.com while the Covid-19 cases is taken from DataStream. Furthermore, based on previous study by Jais L. Y. (2020), we found that the results showed the number of Covid-19 cases in Malaysia adversely affected the performance of Malaysian stock market same as the CBOE Volatility Index which tends to adversely affected the Malaysian stock market performance. Covid-19 cases in Malaysia and CBOE Volatility Index showed a negative and significant relationship towards KLCI Index. Meanwhile, Brent Crude Oil Price did not adversely affect the performance of Malaysian stock market as we got a result ofpositive and significant towards KLCI Index similar with the results by previous study by (Jais L. Y. , 2020).
format Thesis
author Jopri, Mohamad Firdaus
author_facet Jopri, Mohamad Firdaus
author_sort Jopri, Mohamad Firdaus
title Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
title_short Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
title_full Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
title_fullStr Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
title_full_unstemmed Impact of COVID-19: evidence from Malaysian stock market / Mohamad Firdaus Jopri
title_sort impact of covid-19: evidence from malaysian stock market / mohamad firdaus jopri
publishDate 2021
url https://ir.uitm.edu.my/id/eprint/106356/1/106356.pdf
https://ir.uitm.edu.my/id/eprint/106356/
_version_ 1818838337758167040
score 13.226497

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