Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar

The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices...

Full description

Saved in:

Bibliographic Details
Main Author:	Omar, Lukman
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Stock price indexes Stock quotations Communicable diseases and public health
Online Access:	https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uitm-ir.106354
record_format	uketd_dc
spelling	my-uitm-ir.1063542024-12-15T03:17:15Z Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar 2021 Omar, Lukman Stock price indexes. Stock quotations Communicable diseases and public health The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices are collected for 2 years (2019-2021) on daily basis. This study used quantitative secondary data which is time series and multiple regression models represented by the ordinary least squares (OLS) as the technique to look factor that affect the Malaysian index. It involves Nasdaq 100, Dow Jones Industrial Average (DJIA), Nikkei 225, and Hang Seng index. This research employs Event Study Method. The result indicated in covariance analysis are, all independent variable has significant relationship with dependent variable. Regression theoretical model was developed and regression analysis need to be performed. The result indicates that there is significant relationship between Malaysia index and all the independent variable where it can be retained in the regression model for the final theoretical model. Several tests on assumption were failed to reject the null hypothesis, while the null hypothesis for test on variance of error term can be rejected by using heteroskedasticity-consistent standard errors & covariance. 2021 Thesis https://ir.uitm.edu.my/id/eprint/106354/ https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Samsudin, Syamsul
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Samsudin, Syamsul
topic	Stock price indexes Stock quotations Communicable diseases and public health
spellingShingle	Stock price indexes Stock quotations Communicable diseases and public health Omar, Lukman Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
description	The problem that being highlighted in this study were about the movement of several countries indices that will give an impact to Malaysian index. The objective in this study is to investigate several countries indices that affect the Malaysian index. The data from the sample of 5 countries indices are collected for 2 years (2019-2021) on daily basis. This study used quantitative secondary data which is time series and multiple regression models represented by the ordinary least squares (OLS) as the technique to look factor that affect the Malaysian index. It involves Nasdaq 100, Dow Jones Industrial Average (DJIA), Nikkei 225, and Hang Seng index. This research employs Event Study Method. The result indicated in covariance analysis are, all independent variable has significant relationship with dependent variable. Regression theoretical model was developed and regression analysis need to be performed. The result indicates that there is significant relationship between Malaysia index and all the independent variable where it can be retained in the regression model for the final theoretical model. Several tests on assumption were failed to reject the null hypothesis, while the null hypothesis for test on variance of error term can be rejected by using heteroskedasticity-consistent standard errors & covariance.
format	Thesis
qualification_level	Bachelor degree
author	Omar, Lukman
author_facet	Omar, Lukman
author_sort	Omar, Lukman
title	Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_short	Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_full	Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_fullStr	Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_full_unstemmed	Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar
title_sort	relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic covid 19 / lukman omar
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2021
url	https://ir.uitm.edu.my/id/eprint/106354/1/106354.pdf
_version_	1818588177994088448

Relationship between domestic stock market indices towards global stock market indices: evidence from pre and post pandemic COVID 19 / Lukman Omar

Similar Items