Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari

The study aims to know whether there exists a link between Malaysia stock market with other ASEAN (Indonesia, Singapore, Thailand, Vietnam and Philippines) and ASEAN plus three stock markets (China, Japan and Korea) before and after the 14th Malaysian General Election held on 9 May 2018. This study...

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Main Author:	Hakim Bohari, Muhammad Akmal
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Investment capital formation speculation Investment, capital formation, speculation
Online Access:	https://ir.uitm.edu.my/id/eprint/49135/1/49135.pdf
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id	my-uitm-ir.49135
record_format	uketd_dc
spelling	my-uitm-ir.491352021-07-30T10:15:48Z Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari 2021-07-27 Hakim Bohari, Muhammad Akmal Investment, capital formation, speculation Regression analysis. Correlation analysis. Spatial analysis (Statistics) The study aims to know whether there exists a link between Malaysia stock market with other ASEAN (Indonesia, Singapore, Thailand, Vietnam and Philippines) and ASEAN plus three stock markets (China, Japan and Korea) before and after the 14th Malaysian General Election held on 9 May 2018. This study ran the correlation test to determine the relationship between the stock markets and as a result, the correlation between the stock markets increased after the General Election. This research further ran the Johansen Co-integration test to study the linkages. This research found that the co-integration between the variables exist. To study more in depth, this research ran the Granger-causality test. There are a few markets that have co-integrating factors with Malaysia’s stock market before and after the General Election. The study on the co-integration can provide potential benefits for stakeholders who invested in the stock markets by enhancing their risk appetite in investing. 2021-07 Thesis https://ir.uitm.edu.my/id/eprint/49135/ https://ir.uitm.edu.my/id/eprint/49135/1/49135.pdf text en public degree Universiti Teknologi Mara Perlis Faculty of Computer & Mathematical Sciences
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Investment capital formation speculation Investment, capital formation, speculation
spellingShingle	Investment capital formation speculation Investment, capital formation, speculation Hakim Bohari, Muhammad Akmal Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
description	The study aims to know whether there exists a link between Malaysia stock market with other ASEAN (Indonesia, Singapore, Thailand, Vietnam and Philippines) and ASEAN plus three stock markets (China, Japan and Korea) before and after the 14th Malaysian General Election held on 9 May 2018. This study ran the correlation test to determine the relationship between the stock markets and as a result, the correlation between the stock markets increased after the General Election. This research further ran the Johansen Co-integration test to study the linkages. This research found that the co-integration between the variables exist. To study more in depth, this research ran the Granger-causality test. There are a few markets that have co-integrating factors with Malaysia’s stock market before and after the General Election. The study on the co-integration can provide potential benefits for stakeholders who invested in the stock markets by enhancing their risk appetite in investing.
format	Thesis
qualification_level	Bachelor degree
author	Hakim Bohari, Muhammad Akmal
author_facet	Hakim Bohari, Muhammad Akmal
author_sort	Hakim Bohari, Muhammad Akmal
title	Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
title_short	Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
title_full	Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
title_fullStr	Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
title_full_unstemmed	Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari
title_sort	co-integration between malaysia stock market, asean and asean plus three countries during pre and post 14th malaysia’s general election using johansen co-integration test / muhammad akmal hakim bohari
granting_institution	Universiti Teknologi Mara Perlis
granting_department	Faculty of Computer & Mathematical Sciences
publishDate	2021
url	https://ir.uitm.edu.my/id/eprint/49135/1/49135.pdf
_version_	1783734794467672064

Co-integration between Malaysia stock market, Asean and Asean plus three countries during pre and post 14th Malaysia’s general election using Johansen Co-Integration Test / Muhammad Akmal Hakim Bohari

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