Correlation studies on equity markets using linear regression model - Malaysia, developing and developed markets

QR Code

Correlation studies on equity markets using linear regression model - Malaysia, developing and developed markets

The specific objective of this paper is to generate and analyze the average correction coefficient between Malaysian equity market and other selected countries equity markets during 17 year period from January 1987 to December 2003.The study employs Linear Regression Model to determine the correlati...

Full description

Bibliographic Details
Main Authors:	Haron, Razali, Zainal Abidin, Sazali
Format:	Article
Language:	English
Published:	Faculty of Business Management Universiti Teknologi MARA and UPENA 2006
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/10517/ http://irep.iium.edu.my/10517/1/Correlation_Studies_on_Equity.pdf

Similar Items

Correlation studies on equity markets using linear regression model - Malaysia developing and developed markets
by: Haron, Razali, et al.
Published: (2006)

Correlation and benefits of portfolio diversification among equity markets of developed countries and emerging countries in South East Asia region
by: Haron, Razali, et al.
Published: (2006)

Correlation and portfolio diversification among South East Asia, emerging and developed countries
by: Haron, Razali, et al.
Published: (2008)

The pricing efficiency of equity warrants: a Malaysian case
by: Haron, Razali
Published: (2006)

Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014)

Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016)

Hedging effectiveness of Malaysian derivative markets under different asset classes
by: Salami, Monsurat Ayojimi, et al.
Published: (2019)

A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)

The effect of GST announcement on stock market volatility: evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)

Long-run relationship between Malaysian crude palm oil spot and futures market
by: Salami, Mansurat Ayojimi, et al.
Published: (2014)

Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)

Heads we win, tails you lose: Is there equity in Islamic equity funds?
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)

Modelling the conditional variance and asymmetric response to past shocks in the Malaysian bond market
by: Rahman, Maya Puspa, et al.
Published: (2015)

Implied volatility and contagion in the options market
by: Prima Sakti, Muhammad Rizky, et al.
Published: (2014)

Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2019)

The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)

Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets
by: Islam, Mohd Aminul
Published: (2013)

Implied volatility forecasting in the options market: a survey
by: Mohamad, Azhar
Published: (2016)

Price discovery between index futures and spot markets
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)

Effect of crude oil spot and futures price volatility on South East Asia Islamic equity market
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)

Shari’ah principles of sukuk structure in Malaysia Islamic capital market
by: Kamaluddin, Norlela, et al.
Published: (2012)

Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis
by: Saiti, Buerhan, et al.
Published: (2016)

Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)

Testing the validation of the financial cooperation agreement among ASEAN+3 stock markets
by: Rahman, Md. Saifur, et al.
Published: (2017)

Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2019)

Islamic versus conventional stock market indices performance: empirical evidence from Turkey
by: Bayram, Kamola, et al.
Published: (2019)

The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis
by: Shakil, Mohammad Hassan, et al.
Published: (2017)

Micro & Macroeconomic determinants of NAV of Islamic equity unit trust funds in Malaysia: qualitative approach
by: Othman, Anwar Hasan Abdullah
Published: (2012)

Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2015)

Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2013)

The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014)

Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2018)

The co-movement of selective conventional and Islamic stock indices: is there any impact on shariah compliant equity investment in China?
by: Saiti, Buerhan, et al.
Published: (2016)

A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)

Residential property price hike and speculation
by: Haron, Razali, et al.
Published: (2019)

Investigation of herding behavior in developed and developing countries: Does country governance factor matters?
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)

Investigation of herding behaviour in developed and developing countries: does country governance factor matters?
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)

Relationship between macroeconomic variables and net asset value (NAV) of Islamic equity unit trust funds: cointegration evidence from Malaysian unit trust industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2013)

Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from dynamic conditional correlations
by: Dahiru, Abdulnasir, et al.
Published: (2017)

Long-term relationship of crude palm oil commodity pricing under structural break
by: Ayojimi, Salami Monsurat, et al.
Published: (2018)