Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia

Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia

Objektif kajian ini adalah untuk menentukan bentuk hubungan antara pasaran sahamIslam dan Konvensional di Malaysia. Kajian ini memfokuskan kepada tiga indeks utama yangdijadikan sebagai proksi kepada pasaran-pasaran saham di Malaysia iaitu The Financial Times StockExchange Emas Syariah Index (FBMESI...

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Main Author: Ahmad Tarmizi Al Shaari
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Published: 2019
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Ahmad Tarmizi Al Shaari
Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
description Objektif kajian ini adalah untuk menentukan bentuk hubungan antara pasaran sahamIslam dan Konvensional di Malaysia. Kajian ini memfokuskan kepada tiga indeks utama yangdijadikan sebagai proksi kepada pasaran-pasaran saham di Malaysia iaitu The Financial Times StockExchange Emas Syariah Index (FBMESI), The Financial Times Stock Exchange Kuala Lumpur Composite Index (FBMKLCI) dan The Financial Times Stock Exchange ACE Index (FBMAI).Pendekatan kajian ini adalah secara kuantitatif dan data bagi kajian ini menggunakan databulanan dari bulan Januari 2009 hingga Disember 2015 yang diambil dari sumber-sumberberautoriti seperti Suruhanjaya Sekuriti Malaysia, laporan Bank Negara dan Bursa Malaysia.Kajian ini mengaplikasikan ujian kointegrasi Johansen dan Juselius serta Model Vektor Pembetulan Ralat (VECM) dengan tujuan untuk menentukan bentuk hubungan antaraketiga-tiga indeks tersebut. Dapatan kajian menunjukkan terdapatnya hubungan keseimbangan jangkapanjang yang positif dan signifikan antara FBMESI dengan FBMKLCI (P
format thesis
qualification_name
qualification_level Master's degree
author Ahmad Tarmizi Al Shaari
author_facet Ahmad Tarmizi Al Shaari
author_sort Ahmad Tarmizi Al Shaari
title Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
title_short Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
title_full Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
title_fullStr Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
title_full_unstemmed Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
title_sort analisis integrasi antara pasaran saham islam dan konvensional di malaysia
granting_institution Universiti Pendidikan Sultan Idris
granting_department Fakulti Pengurusan dan Ekonomi
publishDate 2019
url https://ir.upsi.edu.my/detailsg.php?det=6701
_version_ 1747833292823986176
spelling oai:ir.upsi.edu.my:67012022-02-10 Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia 2019 Ahmad Tarmizi Al Shaari Objektif kajian ini adalah untuk menentukan bentuk hubungan antara pasaran sahamIslam dan Konvensional di Malaysia. Kajian ini memfokuskan kepada tiga indeks utama yangdijadikan sebagai proksi kepada pasaran-pasaran saham di Malaysia iaitu The Financial Times StockExchange Emas Syariah Index (FBMESI), The Financial Times Stock Exchange Kuala Lumpur Composite Index (FBMKLCI) dan The Financial Times Stock Exchange ACE Index (FBMAI).Pendekatan kajian ini adalah secara kuantitatif dan data bagi kajian ini menggunakan databulanan dari bulan Januari 2009 hingga Disember 2015 yang diambil dari sumber-sumberberautoriti seperti Suruhanjaya Sekuriti Malaysia, laporan Bank Negara dan Bursa Malaysia.Kajian ini mengaplikasikan ujian kointegrasi Johansen dan Juselius serta Model Vektor Pembetulan Ralat (VECM) dengan tujuan untuk menentukan bentuk hubungan antaraketiga-tiga indeks tersebut. Dapatan kajian menunjukkan terdapatnya hubungan keseimbangan jangkapanjang yang positif dan signifikan antara FBMESI dengan FBMKLCI (P 2019 thesis https://ir.upsi.edu.my/detailsg.php?det=6701 https://ir.upsi.edu.my/detailsg.php?det=6701 text zsm closedAccess Masters Universiti Pendidikan Sultan Idris Fakulti Pengurusan dan Ekonomi Abdullah, A. A., (2011). Etika dan moral dalam ekonomi dari perpekstif Islam. JurnalMuamaalat, 4, 97-126.Adam, A. M., & Tweneboah, G. (2008). Macroeconomic Factors and Stock Market Movement: Evidence fromGhana. SSRN Electronic Journal.Agmon, T. (1972). The relations among equity markets: A study of share price co- movements in theUnited States, United Kingdom, Germany and Japan. The Journal of Finance, 27(4), 839-855.Al-Jafi. (1987). Sahih Al-bukhari, Beirut, Darul Nashar, Dar Ibn Katheer. (3),79.Albaity, M. & Ahmad, R. (2009). 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