Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud

The objective of this study is to identify whether there is a significant relationship between KLSE CI and five other indices which are Hang Seng Index (Hong Kong), Australia All Ordinaries Index (Australia), Dow Jones Industrial Average Index (USA), Financial Times-100 Index (UK) and Nikkei-225 (Ja...

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Main Author:	Daud, Dalila
Format:	Thesis
Language:	English
Published:	2002
Online Access:	https://ir.uitm.edu.my/id/eprint/101724/1/101724.pdf
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id	my-uitm-ir.101724
record_format	uketd_dc
spelling	my-uitm-ir.1017242024-09-27T17:37:18Z Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud 2002 Daud, Dalila The objective of this study is to identify whether there is a significant relationship between KLSE CI and five other indices which are Hang Seng Index (Hong Kong), Australia All Ordinaries Index (Australia), Dow Jones Industrial Average Index (USA), Financial Times-100 Index (UK) and Nikkei-225 (Japan). The study covers the period of 1st January 1990 to 31st May 2002, with special focus on the period before the economic crisis (1st January 1990- 30th June 1997), during the crisis (1st July 1997- 31st January 1998) and after economic crisis (1st February 1998- 31st May 2002). The tests were conducted using the correlation and regression analyses. It was found that there is a relationship between KLSE CI and other indices. Before the economic crisis, the foreign indices have a slight impact on the CI, however, during the economic crisis, only Hang Seng and All Ordinaries indices showed a relationship on Composite Index whilst after the economic crisis apart from those two, Nikkei Index showed a relationship as well. On the whole, it was found that the index that has the most impact is Hang Seng Index. The result also shows that there is no significant difference between the average daily changes in indices of Malaysian market and other foreign markets. 2002 Thesis https://ir.uitm.edu.my/id/eprint/101724/ https://ir.uitm.edu.my/id/eprint/101724/1/101724.pdf text en public masters Universiti Teknologi MARA (UiTM) Faculty of Accountancy
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
description	The objective of this study is to identify whether there is a significant relationship between KLSE CI and five other indices which are Hang Seng Index (Hong Kong), Australia All Ordinaries Index (Australia), Dow Jones Industrial Average Index (USA), Financial Times-100 Index (UK) and Nikkei-225 (Japan). The study covers the period of 1st January 1990 to 31st May 2002, with special focus on the period before the economic crisis (1st January 1990- 30th June 1997), during the crisis (1st July 1997- 31st January 1998) and after economic crisis (1st February 1998- 31st May 2002). The tests were conducted using the correlation and regression analyses. It was found that there is a relationship between KLSE CI and other indices. Before the economic crisis, the foreign indices have a slight impact on the CI, however, during the economic crisis, only Hang Seng and All Ordinaries indices showed a relationship on Composite Index whilst after the economic crisis apart from those two, Nikkei Index showed a relationship as well. On the whole, it was found that the index that has the most impact is Hang Seng Index. The result also shows that there is no significant difference between the average daily changes in indices of Malaysian market and other foreign markets.
format	Thesis
qualification_level	Master's degree
author	Daud, Dalila
spellingShingle	Daud, Dalila Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
author_facet	Daud, Dalila
author_sort	Daud, Dalila
title	Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
title_short	Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
title_full	Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
title_fullStr	Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
title_full_unstemmed	Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud
title_sort	inter-relatedness of performance between klse composite index and major indices / dalila daud
granting_institution	Universiti Teknologi MARA (UiTM)
granting_department	Faculty of Accountancy
publishDate	2002
url	https://ir.uitm.edu.my/id/eprint/101724/1/101724.pdf
_version_	1811769187397271552

Inter-relatedness of performance between KLSE composite index and major indices / Dalila Daud

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