The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin

The aim of this study is to investigate the relationship between Korea Stock Exchange KOSPI Index, Tokyo Stock Exchange Tokyo Price Index, Shanghai Stock Exchange Composite Index to the FTSE Bursa Malaysia KLCI Index. The study used Unit Root Test, Normality Test, Simple Linear Regression and Multip...

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Main Author: Nordin, Norfaziela
Format: Student Project
Language:English
Published: Faculty of Business and Management 2015
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/27818/1/PPb_NORFAZIELA%20NORDIN%20BM%20M%2015_5.pdf
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author Nordin, Norfaziela
author_facet Nordin, Norfaziela
author_sort Nordin, Norfaziela
collection UITM
description The aim of this study is to investigate the relationship between Korea Stock Exchange KOSPI Index, Tokyo Stock Exchange Tokyo Price Index, Shanghai Stock Exchange Composite Index to the FTSE Bursa Malaysia KLCI Index. The study used Unit Root Test, Normality Test, Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those markets. The daily closing price of stock indices is collected from 4th January 2010 until 30th December 2014. From the result, it reveals that all these stock indices have a significant positive relationship towards FTSE Bursa Malaysia KLCI Index. It means that there are inter dependencies among this East Asia stock market index. These results further our understanding of the relationship between the stock market in East Asia and should be useful for regulator, investor and speculator.
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spelling uitm.eprints-78182020-04-22T05:55:11Z https://ir.uitm.edu.my/id/eprint/27818/ The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin Nordin, Norfaziela Investment, capital formation, speculation Stock exchanges. Insider trading in securities Speculation The aim of this study is to investigate the relationship between Korea Stock Exchange KOSPI Index, Tokyo Stock Exchange Tokyo Price Index, Shanghai Stock Exchange Composite Index to the FTSE Bursa Malaysia KLCI Index. The study used Unit Root Test, Normality Test, Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those markets. The daily closing price of stock indices is collected from 4th January 2010 until 30th December 2014. From the result, it reveals that all these stock indices have a significant positive relationship towards FTSE Bursa Malaysia KLCI Index. It means that there are inter dependencies among this East Asia stock market index. These results further our understanding of the relationship between the stock market in East Asia and should be useful for regulator, investor and speculator. Faculty of Business and Management 2015 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/27818/1/PPb_NORFAZIELA%20NORDIN%20BM%20M%2015_5.pdf The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin. (2015) [Student Project] <http://terminalib.uitm.edu.my/27818.pdf> (Unpublished)
spellingShingle Investment, capital formation, speculation
Stock exchanges. Insider trading in securities
Speculation
Nordin, Norfaziela
The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title_full The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title_fullStr The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title_full_unstemmed The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title_short The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
title_sort relationship between malaysia stock market and east asia stock market norfaziela nordin
topic Investment, capital formation, speculation
Stock exchanges. Insider trading in securities
Speculation
url https://ir.uitm.edu.my/id/eprint/27818/1/PPb_NORFAZIELA%20NORDIN%20BM%20M%2015_5.pdf
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