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Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff

This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index...

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Main Author: Yusoff, Mahirah
Format: Student Project
Language:English
Published: 2018
Subjects:
Finance and cycles. Financial crises. Convergence (Economics)
Foreign exchange. Foreign exchange rates
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
Online Access:https://ir.uitm.edu.my/id/eprint/55290/1/55290.pdf
https://ir.uitm.edu.my/id/eprint/55290/
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spelling my.uitm.ir.552902022-02-22T03:24:44Z https://ir.uitm.edu.my/id/eprint/55290/ Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff Yusoff, Mahirah Finance and cycles. Financial crises. Convergence (Economics) Foreign exchange. Foreign exchange rates Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index in the Asian region considering the event before and after the global financial crisis 2007-2008 with the latest data of information. Besides that, the purpose of this study is to have a clear view on the relationship between the dependent variable of Bursa Malaysia Composite Index (FBMKLCI) and independent variables of Indonesia Stock Exchange Composite Index (IDX), Singapore Straits Time Index (STI), Korea Composite Stock Price Index (KOSPI) and Stock Exchange of Thailand SET Index (Bangkok SET). The data observation data are collected for 120 observations of daily data of each observe stock market before and after the crisis found in Data Stream Professional. The data has been analysed by using Eviews 9.0 to do descriptive, multiple regression, correlation analysis and test on assumption. The findings for the period before the crisis indicate that STI and Bangkok SET are significant relationship with FBMKLCI and surprisingly for the period after the crisis, STI, Bangkok SET and KOSPI have significant relationship with FBN{KLCI in explaining the linkage of Malaysian stock market and Asian stock market. 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/55290/1/55290.pdf ID55290 Yusoff, Mahirah (2018) Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff. [Student Project] (Unpublished)
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 Finance and cycles. Financial crises. Convergence (Economics)
Foreign exchange. Foreign exchange rates
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
spellingShingle Finance and cycles. Financial crises. Convergence (Economics)
Foreign exchange. Foreign exchange rates
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
Yusoff, Mahirah
Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
description This study investigates stock market linkage between Malaysian stock market and Asian Stock market for an analysis of global financial crisis. The issues of this study is to know and get the clear picture of the volatility of Malaysian stock index whether it is depends with other stock market index in the Asian region considering the event before and after the global financial crisis 2007-2008 with the latest data of information. Besides that, the purpose of this study is to have a clear view on the relationship between the dependent variable of Bursa Malaysia Composite Index (FBMKLCI) and independent variables of Indonesia Stock Exchange Composite Index (IDX), Singapore Straits Time Index (STI), Korea Composite Stock Price Index (KOSPI) and Stock Exchange of Thailand SET Index (Bangkok SET). The data observation data are collected for 120 observations of daily data of each observe stock market before and after the crisis found in Data Stream Professional. The data has been analysed by using Eviews 9.0 to do descriptive, multiple regression, correlation analysis and test on assumption. The findings for the period before the crisis indicate that STI and Bangkok SET are significant relationship with FBMKLCI and surprisingly for the period after the crisis, STI, Bangkok SET and KOSPI have significant relationship with FBN{KLCI in explaining the linkage of Malaysian stock market and Asian stock market.
format Student Project
author Yusoff, Mahirah
author_facet Yusoff, Mahirah
author_sort Yusoff, Mahirah
title Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
title_short Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
title_full Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
title_fullStr Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
title_full_unstemmed Malaysia and Asia stock market linkage : analysis of global financial crisis / Mahirah Yusoff
title_sort malaysia and asia stock market linkage : analysis of global financial crisis / mahirah yusoff
publishDate 2018
url https://ir.uitm.edu.my/id/eprint/55290/1/55290.pdf
https://ir.uitm.edu.my/id/eprint/55290/
_version_ 1725975742934679552
score 13.211869

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