Is the Stock Market Immune to COVID-19? Evidence from Malaysian Stock Market

Petrochemical Products Market and Stock Market Returns: Empirical Evidence from Tehran Stock Exchange

While the relationship between stock market return and oil price is of great interest to researchers, previous studies do not investigate stock market return with petrochemical products market. In this paper, we analyzed the relationship between prices of main petrochemical products and stock returns of petrochemical companies in Tehran stock exchange. Using a panel data model and GLS estimatio...

Does Malaysian Stock Market Response Asymmetrically?

This paper examine the response asymmetries of the Malaysian market to two developed markets – the US and Japan. We used weekly data from January 1988 to December 2007 and simple regression and VAR analyses. In line with previous studies, we found evidence for the presence of response asymmetries in the Malaysian market. The evidence strongly suggests significant responses of the Malaysian mark...

Stock Market performance and modern portfolio theory: Case on Malaysian stock market and Asian Indices

Stocks market performance measurement has long been regarded as the most interesting part in investment. Many new methods emerge every year but most of these are rooted from Modern Portfolio theory by Harry Markowitz. In this research paper, we have used the efficient frontier from modern portfolio theory to determine the best stocks performance in KLCI index from 2006-2010. The data is compare...

Stock Market and Consumption: Evidence from China

Is the Stock Market Overvalued?

The value of U.S. corporate equity in the first half of 2000 was close to 1.8 times U.S. gross national product (GNP). Some stockmarket analysts have argued that the market is overvalued at this level. We use a growth model with an explicit corporate sector and find that the market is correctly valued. In theory, the market value of equity plus debt liabilities should equal the value of product...