Stock price movements : does change in energy price matter?

QR Code

Stock price movements : does change in energy price matter?

This paper investigates the impact of oil price shocks on the Malaysian stock market. The co-integration test results documented zero co-integration equation. This finding implies no long-run relationship between the variables in the system. The causality test which looks at short run dynamic inter...

Full description

Bibliographic Details
Main Authors:	Abdul Jalil, Norasibah, Mat Ghani, Gairuzazmi, Daud, Jarita, Ibrahim, Mansor
Format:	Article
Language:	English
Published:	Penerbit UPSI 2009
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/11656/ http://irep.iium.edu.my/11656/1/10.%2520STOCK%2520PRICE%2520MOVEMENTS....pdf

Similar Items

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

The impact of crude oil price on Islamic stock indices of South East Asian countries: evidence from MGARCH-DCC and wavelet approaches
by: Abdullah, Ahmad Monir, et al.
Published: (2016)

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

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

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

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)

Oil price and exchange rates: a wavelet analysis for OPEC members
by: Alatrturi, Basheer H. M., et al.
Published: (2016)

Analysis of crude palm oil futures prices traded on Bursa Malaysia
by: Ahmad, Norfaieqah, et al.
Published: (2011)

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)

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

Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect
by: Mohamad, Azhar, et al.
Published: (2018)

Estimating volatility of stock index returns by using symmetric Garch models
by: Islam, Mohd Aminul
Published: (2013)

Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)

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

Estimating Hedge Ratio and The Hedging Effectiveness of Stock Index Futures Contract
by: Islam, Mohd Aminul, et al.
Published: (2014)

Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2017)

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

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

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

Stock performance analysis between Malaysian Airlines System Berhad and Airasia Berhad
by: Ibrahim, Izleen, et al.
Published: (2011)

Short selling and exchange-traded funds returns: evidence from the London Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2016)

Fundamentals, universe creation and appraisal of major shari’ah- compliant stocks screening methodologies
by: Saiti, Buerhan, et al.
Published: (2017)

An investigation of shariah penny stocks’ performance and its determinants: Evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)

An investigation of Sharīʿah penny stocks’ performance and its determinants: evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)

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

Magnet effect of price limits: evidence from Bursa Malaysia
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017)

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

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

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

Information content of analysts' report: a literature survey
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2018)

Information content and informativeness of analysts’ report: evidence from Malaysia
by: Mohd Thas Thaker, Hassanudin, et al.
Published: (2019)

A qualitative inquiry into the issues of information content of analysts' report: Evidence from Malaysia
by: Thas Thaker, Hassanudin Mohd, et al.
Published: (2017)

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

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

Research review on time series forecasting of gold price movement
by: Goh, Wesley Yi Yong, et al.
Published: (2018)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2015)

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

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

Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by: Mohammad Sifat, Imtiaz, et al.
Published: (2015)