Co-integration between Malaysia stock market, ASEAN and ASEAN plus three countries during pre and post 14th Malaysia’s general election: a short run analysis

Ariffin, Anas Fathul and Hakim, Muhammad Akmal and Samian, Muhammad Hilmi (2022) Co-integration between Malaysia stock market, ASEAN and ASEAN plus three countries during pre and post 14th Malaysia’s general election: a short run analysis. Technology, Science, Social Science & Humanities International Conference (TeSSHI) 2022. pp. 72-77. ISSN 9789672948339

Official URL: https://tesshiitac2022.wixsite.com/tesshiitac2022

Abstract

This study aimed to know whether there exists a link between Malaysia stock market with other ASEAN stock markets (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 paper 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.

Metadata

Item Type: Article
Creators:
Creators
Email / ID Num.
Ariffin, Anas Fathul
anasfathul@uitm.edu.my
Hakim, Muhammad Akmal
bohariakmal@gmail.com
Samian, Muhammad Hilmi
hilmi78@uitm.edu.my
Contributors:
Contribution
Name
Email / ID Num.
UNSPECIFIED
Mohd Yusof, Nor Azrina
yina1437@uitm.edu.my
UNSPECIFIED
lee, Chai Chuen
lcc76@uitm.edu.my
UNSPECIFIED
Jamaludin, Juaini
juaini@uitm.edu.my
Subjects: H Social Sciences > HB Economic Theory. Demography > Economics
H Social Sciences > HB Economic Theory. Demography > Competition. Production. Wealth
Divisions: Universiti Teknologi MARA, Kedah > Sg Petani Campus
Journal or Publication Title: Technology, Science, Social Science & Humanities International Conference (TeSSHI) 2022
ISSN: 9789672948339
Page Range: pp. 72-77
Keywords: Co-integration; Correlation stock markets; Malaysia general election
Date: 2022
URI: https://ir.uitm.edu.my/id/eprint/142629
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