The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi

This research is an attempt to initiate a theoretical interrelationship global market indices and commodities towards KLCI index over the period 2016-2020 in monthly. This research is based on KLCI index while for the independent variables is Dow Jones Industrial Average Index, SSE Composite Index,...

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Main Author: Mohd Roosdi, Mohamad Irfan Danish
Format: Thesis
Language:English
Published: 2022
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Online Access:https://ir.uitm.edu.my/id/eprint/108772/1/108772.pdf
https://ir.uitm.edu.my/id/eprint/108772/
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spelling my.uitm.ir.1087722025-02-03T15:48:52Z https://ir.uitm.edu.my/id/eprint/108772/ The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi Mohd Roosdi, Mohamad Irfan Danish Stock exchanges. Insider trading in securities This research is an attempt to initiate a theoretical interrelationship global market indices and commodities towards KLCI index over the period 2016-2020 in monthly. This research is based on KLCI index while for the independent variables is Dow Jones Industrial Average Index, SSE Composite Index, Hang Seng Index, crude oil price and gold price. This research information is from the database which is investing.com and trading economics website. The research methodology for this analysis is focused on descriptive analysis, correlation analysis, regression analysis and multicollinearity test, autocorrelation analysis and normality analysis. The findings of this study shows that all independent variables are significant to the dependent variable which Bursa Malaysia KLCI Index (KLCI) except Gold Price (GOLD). SSE Composite Index (SSE), Hang Seng Index (HSI), Crude Oil Price (OIL) have a positive relationship with KLCI Index. Dow Jones Industrial Average Index (DJIA) and Gold Price (GOLD) have a negative relationship with KLCI Index. 2022 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/108772/1/108772.pdf The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi. (2022) 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 exchanges. Insider trading in securities
spellingShingle Stock exchanges. Insider trading in securities
Mohd Roosdi, Mohamad Irfan Danish
The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
description This research is an attempt to initiate a theoretical interrelationship global market indices and commodities towards KLCI index over the period 2016-2020 in monthly. This research is based on KLCI index while for the independent variables is Dow Jones Industrial Average Index, SSE Composite Index, Hang Seng Index, crude oil price and gold price. This research information is from the database which is investing.com and trading economics website. The research methodology for this analysis is focused on descriptive analysis, correlation analysis, regression analysis and multicollinearity test, autocorrelation analysis and normality analysis. The findings of this study shows that all independent variables are significant to the dependent variable which Bursa Malaysia KLCI Index (KLCI) except Gold Price (GOLD). SSE Composite Index (SSE), Hang Seng Index (HSI), Crude Oil Price (OIL) have a positive relationship with KLCI Index. Dow Jones Industrial Average Index (DJIA) and Gold Price (GOLD) have a negative relationship with KLCI Index.
format Thesis
author Mohd Roosdi, Mohamad Irfan Danish
author_facet Mohd Roosdi, Mohamad Irfan Danish
author_sort Mohd Roosdi, Mohamad Irfan Danish
title The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
title_short The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
title_full The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
title_fullStr The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
title_full_unstemmed The interrelationship of global market indices and commodities towards the Bursa Malaysia KLCI index / Mohamad Irfan Danish Mohd Roosdi
title_sort interrelationship of global market indices and commodities towards the bursa malaysia klci index / mohamad irfan danish mohd roosdi
publishDate 2022
url https://ir.uitm.edu.my/id/eprint/108772/1/108772.pdf
https://ir.uitm.edu.my/id/eprint/108772/
_version_ 1823097849004425216
score 13.239859