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Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal

The presence of this virus was reported by the World Health Organization (WHO) on December 31, 2019. Moving further, the virus was claimed to have spread to additional cities and nations on January 21, 2020. It has affected the global financial market such as the United States, China and Malaysia. T...

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Main Author: Mohd Zainal, Fatinn Nur Aliah
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/106358/1/106358.pdf
https://ir.uitm.edu.my/id/eprint/106358/
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spelling my.uitm.ir.1063582024-12-15T03:14:22Z https://ir.uitm.edu.my/id/eprint/106358/ Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal Mohd Zainal, Fatinn Nur Aliah Stock price indexes. Stock quotations Communicable diseases and public health The presence of this virus was reported by the World Health Organization (WHO) on December 31, 2019. Moving further, the virus was claimed to have spread to additional cities and nations on January 21, 2020. It has affected the global financial market such as the United States, China and Malaysia. This study was to analyse the stock market index performance namely Standard and Poor's 500 (S&P500), Shanghai Composite Index (SSE) and Kuala Lumpur Composite Index (KLCI) during the virus outbreak COVID-19. The dependent variables used were the stock market indices (S&P500, SSE, KLCI). The independent variables were the Brent Oil Price, the Chicago Board of Exchange (CBOE) Volatility Index and the number of daily COVID-19 cases. The sample observation period consisted of 600 days which was 300 days before the event date where the first case started in the countries (US, China, Malaysia) and 300 days during the pandemic COVID-19. The findings showed that the stock indices were more volatile when the pandemic happened due to the investors' market sentiment. The results also showed that the independent variables Brent Oil tended to affect the stock indices during the COVID-19. Whereas for the other independent variables CBOE volatility index and number of daily COVID-19 cases, only S&P500 had a positive relationship with the daily COVID-19 cases and the volatility index (CBOE VIX) tended not to affect the stock market. The results of this research can help market participants or other researchers to analyse the stock market indices during the COVID-19. 2021 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/106358/1/106358.pdf Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal. (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
Mohd Zainal, Fatinn Nur Aliah
Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
description The presence of this virus was reported by the World Health Organization (WHO) on December 31, 2019. Moving further, the virus was claimed to have spread to additional cities and nations on January 21, 2020. It has affected the global financial market such as the United States, China and Malaysia. This study was to analyse the stock market index performance namely Standard and Poor's 500 (S&P500), Shanghai Composite Index (SSE) and Kuala Lumpur Composite Index (KLCI) during the virus outbreak COVID-19. The dependent variables used were the stock market indices (S&P500, SSE, KLCI). The independent variables were the Brent Oil Price, the Chicago Board of Exchange (CBOE) Volatility Index and the number of daily COVID-19 cases. The sample observation period consisted of 600 days which was 300 days before the event date where the first case started in the countries (US, China, Malaysia) and 300 days during the pandemic COVID-19. The findings showed that the stock indices were more volatile when the pandemic happened due to the investors' market sentiment. The results also showed that the independent variables Brent Oil tended to affect the stock indices during the COVID-19. Whereas for the other independent variables CBOE volatility index and number of daily COVID-19 cases, only S&P500 had a positive relationship with the daily COVID-19 cases and the volatility index (CBOE VIX) tended not to affect the stock market. The results of this research can help market participants or other researchers to analyse the stock market indices during the COVID-19.
format Thesis
author Mohd Zainal, Fatinn Nur Aliah
author_facet Mohd Zainal, Fatinn Nur Aliah
author_sort Mohd Zainal, Fatinn Nur Aliah
title Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
title_short Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
title_full Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
title_fullStr Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
title_full_unstemmed Analysis of US, China and Malaysia stock market index reaction during the COVID-19 pandemic / Fatinn Nur Aliah Mohd Zainal
title_sort analysis of us, china and malaysia stock market index reaction during the covid-19 pandemic / fatinn nur aliah mohd zainal
publishDate 2021
url https://ir.uitm.edu.my/id/eprint/106358/1/106358.pdf
https://ir.uitm.edu.my/id/eprint/106358/
_version_ 1818838338049671168
score 13.226497

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