Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
Adalah diketahui bahawa prestasi sesuatu pasaran saham adalah dipengamhi oleh pelbagai faktor, terutamanya pembolehubah-pembolehubah makroekonomi. Desertasi ini mengkaji hubungan jangka panjang dan hubungan jangka pendek antara pasaran saham Malaysia yang diwakili oleh Indeks Komposit Kuala Lumpu...
| Main Author: | Chan, Sheau Tyng |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2007
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/46659/ |
| Abstract | Abstract here |
Similar Items
A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models
by: Phoong, Seuk Wai
Published: (2015)
by: Phoong, Seuk Wai
Published: (2015)
Do Kuala Lumpur stock index futures prices overreact relative to cash prices?
by: Peong, Pak Guan
Published: (2024)
by: Peong, Pak Guan
Published: (2024)
The Relationship Between Oil Price and Airline Stock Price
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012)
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012)
Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
by: Vun, Methew Kien Chung
Published: (2007)
by: Vun, Methew Kien Chung
Published: (2007)
Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
by: Hasan, Md. Zobaer
Published: (2014)
by: Hasan, Md. Zobaer
Published: (2014)
The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
by: Mai Syaheera, Miau Shaari
Published: (2011)
by: Mai Syaheera, Miau Shaari
Published: (2011)
Impact of energy prices on equity markets: the analysis of different market conditions
by: Sharif, Arshian
Published: (2022)
by: Sharif, Arshian
Published: (2022)
Pricing of American call options using simulation and numerical analysis / Beh Woan Lin
by: Beh, Woan Lin
Published: (2011)
by: Beh, Woan Lin
Published: (2011)
Asymmetric Effects Of Oil Prices And Exchange Rates On Sectoral Stock Indices In South Asian Countries
by: Asim, Muhammad
Published: (2024)
by: Asim, Muhammad
Published: (2024)
Validation of Future Crude Palm Oil Futures (FCPO) Price Prediction
by: Xhin Rong, Yong, et al.
Published: (2023)
by: Xhin Rong, Yong, et al.
Published: (2023)
Hybridization Model For Capturing
Long Memory And Volatility Of
Brent Crude Oil Price Data
by: Al-Gounmeein, Remal Shaher Hussien
Published: (2022)
by: Al-Gounmeein, Remal Shaher Hussien
Published: (2022)
Arbitrage opportunities and pricing efficiency in Malaysia futures market - Kuala Lumpur stock exchange composite index futures (FKLI)
by: Khong, Jason Jasmy
Published: (2013)
by: Khong, Jason Jasmy
Published: (2013)
Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)
by: Janor, Hawati
Published: (2009)
Pricing of interest rate derivatives / Khor Chia Ying
by: Khor, Chia Ying
Published: (2013)
by: Khor, Chia Ying
Published: (2013)
Numerical performance of a family of preconditioned gauss-seidel methods for one and two asset standard option pricings
by: Koh, Wei Sin
Published: (2012)
by: Koh, Wei Sin
Published: (2012)
Dynamic hybrid pricing formulation for equity warrants
by: Ibrahim, Siti Zulaiha
Published: (2022)
by: Ibrahim, Siti Zulaiha
Published: (2022)
Pricing and hedging exotic options in insurance and finance / Ng Ze-An
by: Ng , Ze-An
Published: (2024)
by: Ng , Ze-An
Published: (2024)
The Asymmetric Response of Macroeconomic Indicators to Shocks of Oil Price in Yemen
by: DHAIF ALLAH MUSAEED, AL-HAMDHI
Published: (2025)
by: DHAIF ALLAH MUSAEED, AL-HAMDHI
Published: (2025)
Multi-criteria decision-making using game theory technique with application to oil production and price
by: Muhammad Akram Ramadhan, Ibrahim
Published: (2024)
by: Muhammad Akram Ramadhan, Ibrahim
Published: (2024)
Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses
by: Ahmad Danial Zainudin
Published: (2024)
by: Ahmad Danial Zainudin
Published: (2024)
The relationship between commodity price and stock market of Malaysia
by: Ng, Timmy Yau Fung
Published: (2011)
by: Ng, Timmy Yau Fung
Published: (2011)
The impact of index futures trading on day-of-the-week and systematic price patterns on the Kuala Lumpur Stock Exchange
by: Azhar bin Mohamad.
Published: (2024)
by: Azhar bin Mohamad.
Published: (2024)
Malaysian property and construction companies: diversification potential, stock price behaviour and its response towards macroeconomic shocks
by: Nur Atiqah, Abdullah
Published: (2016)
by: Nur Atiqah, Abdullah
Published: (2016)
The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)
by: Siti Hajar, Osman
Published: (2024)
China`s increasing presence in Southeast Asian region and the response of the United States
by: Muhammad Farhan bin Bador
Published: (2024)
by: Muhammad Farhan bin Bador
Published: (2024)
Random binomial tree models and pricing options
by: Bayram, Kamola
Published: (2024)
by: Bayram, Kamola
Published: (2024)
The macroeconomic variables influencing plantation stock price
by: Kueh, Song Jenq
Published: (2011)
by: Kueh, Song Jenq
Published: (2011)
The Determinants of the Variability of Stock Prices - Japanese Evidence
by: Tarazi, Ramzi E. N.
Published: (2011)
by: Tarazi, Ramzi E. N.
Published: (2011)
Pricing efficiency of stock rights issue in Malaysia
by: Mohd Edil Bin Abd. Sukor
Published: (2024)
by: Mohd Edil Bin Abd. Sukor
Published: (2024)
Price discovery analysis in crude palm oil futures market in Malaysia / Bayre Suadik
by: Suadik, Bayre
Published: (2018)
by: Suadik, Bayre
Published: (2018)
The relationship between inflation, exchange rate and stock prices toward GDP in Malaysia
by: Boon, Siaw Khim
Published: (2013)
by: Boon, Siaw Khim
Published: (2013)
Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)
by: Lim, Eng Kooi
Published: (1996)
The Causal Relationship Between Stock Markets: Awavelet Transform-Based Approach
by: Ahmed Dghais, Amel Abdoullah
Published: (2016)
by: Ahmed Dghais, Amel Abdoullah
Published: (2016)
Perception of price fairness and customer response behaviors / Nur’hidayah Che Ahmat
by: Che Ahmat, Nur’hidayah
Published: (2010)
by: Che Ahmat, Nur’hidayah
Published: (2010)
Share price reaction due to the disposal of equity interest announcements / Susana Narawi
by: Narawi, Susana
Published: (2004)
by: Narawi, Susana
Published: (2004)
Finite impulse response optimizers for solving optimization problems
by: Ab Rahman, Tasiransurini
Published: (2019)
by: Ab Rahman, Tasiransurini
Published: (2019)
Finite impulse response optimizers for solving optimization problems
by: Tasiransurini, Ab Rahman
Published: (2019)
by: Tasiransurini, Ab Rahman
Published: (2019)
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006)
by: Zakaria, Azhar
Published: (2006)
Intraday Price And Volume Relations In The Stock And Warrant Markets
by: LIM, KOK SEE
Published: (2004)
by: LIM, KOK SEE
Published: (2004)
Determinants of stock price volatility in Jordanian industrial firms
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)
Similar Items
-
A Study Of Relationship Between
Commodity Price And Stock Price
Using Ms-Var And Ms-Vecm Models
by: Phoong, Seuk Wai
Published: (2015) -
Do Kuala Lumpur stock index futures prices overreact relative to cash prices?
by: Peong, Pak Guan
Published: (2024) -
The Relationship Between Oil Price and Airline Stock Price
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012) -
Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
by: Vun, Methew Kien Chung
Published: (2007) -
Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
by: Hasan, Md. Zobaer
Published: (2014)
