Staff View: The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim

The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim

The investor trading behaviour is the attitude of an investors in making decision on the trading in the market. The behavioural finance theory views that investors react differently to the condition of market and in turn could impact the changes in prices such as the future prices. In the Bursa Mala...

Full description

Saved in:

Bibliographic Details
Main Author:	Mat Azim, Natasya Aqilah
Format:	Student Project
Language:	English
Published:	2019
Subjects:	Consumer behavior. Consumers' preferences. Consumer research. Including consumer profiling Stock price indexes. Stock quotations
Online Access:	https://ir.uitm.edu.my/id/eprint/81665/1/81665.pdf https://ir.uitm.edu.my/id/eprint/81665/
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my.uitm.ir.81665
record_format	eprints
spelling	my.uitm.ir.816652023-08-22T02:53:28Z https://ir.uitm.edu.my/id/eprint/81665/ The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim Mat Azim, Natasya Aqilah Consumer behavior. Consumers' preferences. Consumer research. Including consumer profiling Stock price indexes. Stock quotations The investor trading behaviour is the attitude of an investors in making decision on the trading in the market. The behavioural finance theory views that investors react differently to the condition of market and in turn could impact the changes in prices such as the future prices. In the Bursa Malaysia Derivative Berhad, the crude palm oil (CPO) is one of the commodities traded in the FCPO contract. Thus, this study aims to examine the relationship between investor trading behaviour and the crude palm oil future prices in Malaysia and to further testing the effect of investor trading behaviour towards the CPO future prices, the sample study is based on the El Nino phenomenon where back in 2015-2016, the event caused harsh drought season in Southeast Asian countries in turn affecting the agricultural activities including the Palm Oil production. Through segregating the event into before, during and after the El Nino event will show a more detail look on the relationship between the investor trading behaviour and the CPO future prices in Malaysia. This study uses the time-series analysis to examine the relationship between the investor trading behaviour and the CPO future prices. The study also used the adaption of tick data and Lee and Ready algorithm to first identify the investor trading behaviour in the CPO future prices. The findings concluded that there is a significant relationship of investor trading behaviour and CPO future prices during the El Nino event and an insignificant relationship of investor trading behaviour and CPO future prices before and after El Nino whereas there is also a significant relationship between trading volume and the future prices before and after El Nino and an insignificant relationship of trading volume and CPO future prices during the El Nino event. Keywords: investor trading behaviour, trading volume, CPO future prices, crude palm oil, El Nino phenomenon 2019 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/81665/1/81665.pdf The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim. (2019) [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	Consumer behavior. Consumers' preferences. Consumer research. Including consumer profiling Stock price indexes. Stock quotations
spellingShingle	Consumer behavior. Consumers' preferences. Consumer research. Including consumer profiling Stock price indexes. Stock quotations Mat Azim, Natasya Aqilah The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
description	The investor trading behaviour is the attitude of an investors in making decision on the trading in the market. The behavioural finance theory views that investors react differently to the condition of market and in turn could impact the changes in prices such as the future prices. In the Bursa Malaysia Derivative Berhad, the crude palm oil (CPO) is one of the commodities traded in the FCPO contract. Thus, this study aims to examine the relationship between investor trading behaviour and the crude palm oil future prices in Malaysia and to further testing the effect of investor trading behaviour towards the CPO future prices, the sample study is based on the El Nino phenomenon where back in 2015-2016, the event caused harsh drought season in Southeast Asian countries in turn affecting the agricultural activities including the Palm Oil production. Through segregating the event into before, during and after the El Nino event will show a more detail look on the relationship between the investor trading behaviour and the CPO future prices in Malaysia. This study uses the time-series analysis to examine the relationship between the investor trading behaviour and the CPO future prices. The study also used the adaption of tick data and Lee and Ready algorithm to first identify the investor trading behaviour in the CPO future prices. The findings concluded that there is a significant relationship of investor trading behaviour and CPO future prices during the El Nino event and an insignificant relationship of investor trading behaviour and CPO future prices before and after El Nino whereas there is also a significant relationship between trading volume and the future prices before and after El Nino and an insignificant relationship of trading volume and CPO future prices during the El Nino event. Keywords: investor trading behaviour, trading volume, CPO future prices, crude palm oil, El Nino phenomenon
format	Student Project
author	Mat Azim, Natasya Aqilah
author_facet	Mat Azim, Natasya Aqilah
author_sort	Mat Azim, Natasya Aqilah
title	The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
title_short	The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
title_full	The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
title_fullStr	The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
title_full_unstemmed	The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim
title_sort	effect on investor trading behaviour towards future prices on crude palm oil in malaysia based on the el nino event / natasya aqilah mat azim
publishDate	2019
url	https://ir.uitm.edu.my/id/eprint/81665/1/81665.pdf https://ir.uitm.edu.my/id/eprint/81665/
_version_	1775626418835685376
score	13.211869

The effect on investor trading behaviour towards future prices on crude palm oil in Malaysia based on the El Nino event / Natasya Aqilah Mat Azim

Similar Items