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...
Saved in:
Main Authors: | Abdul Jalil, Norasibah, Mat Ghani, Gairuzazmi, Daud, Jarita, Ibrahim, Mansor |
---|---|
Format: | Article |
Language: | English |
Published: |
Penerbit UPSI
2009
|
Subjects: | |
Online Access: | http://irep.iium.edu.my/11656/1/10.%2520STOCK%2520PRICE%2520MOVEMENTS....pdf http://irep.iium.edu.my/11656/ http://penerbit.upsi.edu.my/website_e-jurnal/jurnal%20site/ibej2.1/content.html |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The effect on stock price inclusion or exclusion from the FTSE4good Bursa Malaysia
by: Mohd Sabri, Heidi Maryssa, et al.
Published: (2022) -
Intertemporal price discovery between stock index futures and spot markets: new evidence from high-frequency data
by: Mohammad Sifat, Imtiaz, et al.
Published: (2020) -
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) -
Investigation of herding behavior in developed and developing countries: Does country governance factor matters?
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)