The relationship between crude oil price and gold price towards Malaysian stock market / Farieza Ain Azaema Abdullah

• Main Author: Abdullah, Farieza Ain Azaema
• Format: Student Project
• Language: English
• Published: 2015
• Subjects: Foreign exchange. Foreign exchange rates; Malaysia; Foreign investments. Country risk; Stock exchanges. Insider trading in securities; Stock price indexes. Stock quotations
• Online Access: https://ir.uitm.edu.my/id/eprint/69575/1/69575.pdf; https://ir.uitm.edu.my/id/eprint/69575/

The global commodity price was believed would affect the performance of stock market. This paper analyze the impact of oil price return and gold price return to stock prices indices in the context of Malaysia using weekly data and time series method. FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) was selected as the research target and used 10 years data from the year 2004 to 2014. This study provides information to the investors who want to get some benefit of diversification by investing in Oil, Gold and stock market. This research is focuses on current issues and takes the current data to help the investment institutions or portfolio managers. It is expected that the findings of this study will be generated using t-test, f-stat, and r-square.