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The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin

The East Asian Crisis was a financial crisis that commenced in July 1997 in Asian in Thailand and later, it extended to the rest of the neighbouring economies. The crisis affected stock prices, currencies, and other asset prices in the most of the Asian economies. Indonesia, South Korea, and Thailan...

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Main Author: Hussin, Haslinda
Format: Student Project
Language:English
Published: 2016
Subjects:
Stock exchanges. Insider trading in securities
Online Access:https://ir.uitm.edu.my/id/eprint/78932/1/78932.pdf
https://ir.uitm.edu.my/id/eprint/78932/
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spelling my.uitm.ir.789322023-07-21T07:19:52Z https://ir.uitm.edu.my/id/eprint/78932/ The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin Hussin, Haslinda Stock exchanges. Insider trading in securities The East Asian Crisis was a financial crisis that commenced in July 1997 in Asian in Thailand and later, it extended to the rest of the neighbouring economies. The crisis affected stock prices, currencies, and other asset prices in the most of the Asian economies. Indonesia, South Korea, and Thailand affected most strictly while Malaysia, Philippines, Singapore, Taiwan and Laos had moderate affect. The crisis not only caused asset prices to fall across these markets, but also created speculative runs and capital flight, which is leading to considerable financial instability for the entire Asian region. It will affect a loss of confidence for investors who had intended to invest in Asian markets. . This paper seeks to examine the level of correlation between Kuala Lumpur Composite Index (KLCI) with developing Asian Exchange namely Thailand Stock Exchange (SET), Vietnam Stock Exchange (VN-Index), Jakarta Stock Exchange Composite Index (JCI), and Philippine Stock Exchange (PSE). Secondary data are collected from various sources for the sample period from August 2000 to December 2015 (monthly) which comprises 185 observations. The monthly changes of stock price indices which are used to represent the market return and it is collected from DataStream. The model used in this study is Ordinary Least Square Method (Multiple Regression Model). Real time effects of several independent variables towards the dependent variable will examine. Econometric Views Software (E-views 7.0) will be used to generate the result from the data collected. 2016 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/78932/1/78932.pdf The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin. (2016) [Student Project] (Submitted)
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
Hussin, Haslinda
The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
description The East Asian Crisis was a financial crisis that commenced in July 1997 in Asian in Thailand and later, it extended to the rest of the neighbouring economies. The crisis affected stock prices, currencies, and other asset prices in the most of the Asian economies. Indonesia, South Korea, and Thailand affected most strictly while Malaysia, Philippines, Singapore, Taiwan and Laos had moderate affect. The crisis not only caused asset prices to fall across these markets, but also created speculative runs and capital flight, which is leading to considerable financial instability for the entire Asian region. It will affect a loss of confidence for investors who had intended to invest in Asian markets. . This paper seeks to examine the level of correlation between Kuala Lumpur Composite Index (KLCI) with developing Asian Exchange namely Thailand Stock Exchange (SET), Vietnam Stock Exchange (VN-Index), Jakarta Stock Exchange Composite Index (JCI), and Philippine Stock Exchange (PSE). Secondary data are collected from various sources for the sample period from August 2000 to December 2015 (monthly) which comprises 185 observations. The monthly changes of stock price indices which are used to represent the market return and it is collected from DataStream. The model used in this study is Ordinary Least Square Method (Multiple Regression Model). Real time effects of several independent variables towards the dependent variable will examine. Econometric Views Software (E-views 7.0) will be used to generate the result from the data collected.
format Student Project
author Hussin, Haslinda
author_facet Hussin, Haslinda
author_sort Hussin, Haslinda
title The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
title_short The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
title_full The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
title_fullStr The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
title_full_unstemmed The correlation between developing Asian stock exchange and Kuala Lumpur composite index (KLCI) / Haslinda Hussin
title_sort correlation between developing asian stock exchange and kuala lumpur composite index (klci) / haslinda hussin
publishDate 2016
url https://ir.uitm.edu.my/id/eprint/78932/1/78932.pdf
https://ir.uitm.edu.my/id/eprint/78932/
_version_ 1772815563909758976
score 13.211869

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