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 |
