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:	Thesis
Language:	English
Published:	2018
Subjects:	Finance and cycles Financial crises Convergence (Economics) Finance and cycles. Financial crises. Convergence (Economics)
Online Access:	https://ir.uitm.edu.my/id/eprint/58782/1/58782.pdf
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id	my-uitm-ir.58782
record_format	uketd_dc
spelling	my-uitm-ir.587822022-05-18T08:31:26Z Malaysia and Asia stock market linkage: analysis of global financial crisis/ Mahirah Yusoff 2018 Yusoff, Mahirah Finance and cycles. Financial crises. Convergence (Economics) Investment, capital formation, speculation 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 FBMKLCI in explaining the linkage of Malaysian stock market and Asian stock market. 2018 Thesis https://ir.uitm.edu.my/id/eprint/58782/ https://ir.uitm.edu.my/id/eprint/58782/1/58782.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Abu Bakar, Norsaliza Mohamed Yousop, Nur Liyana
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Abu Bakar, Norsaliza Mohamed Yousop, Nur Liyana
topic	Finance and cycles Financial crises Convergence (Economics) Finance and cycles. Financial crises. Convergence (Economics)
spellingShingle	Finance and cycles Financial crises Convergence (Economics) Finance and cycles. Financial crises. Convergence (Economics) 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 FBMKLCI in explaining the linkage of Malaysian stock market and Asian stock market.
format	Thesis
qualification_level	Bachelor degree
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
granting_institution	UiTM Cawangan Johor
granting_department	Faculty of Business Management
publishDate	2018
url	https://ir.uitm.edu.my/id/eprint/58782/1/58782.pdf
_version_	1783735002806091776

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

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