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Journal articles on the topic 'KLCI'

Author: Grafiati

Published: 4 June 2025

Last updated: 1 August 2025

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1

Apririyanto Anwar, Rizky, and Wa Ode Sitti Nurhaliza. "Ragam Bahasa Lelang Ikan Cupang di Komunitas Facebook." Jurnal PIKMA : Publikasi Ilmu Komunikasi Media Dan Cinema 6, no. 1 (2023): 36–53. http://dx.doi.org/10.24076/pikma.v6i1.1177.

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Ikan cupang menjadi salah satu hobi yang ditekuni orang, bahkan selama pandemi COVID-19 peminat ikan dengan nama Latin Betta sp terus meningkat dan menjadi primadona. Para penggemar ikan cupang ini kemudian membuat suatu perkumpulan atau komunitas berdasarkan persamaan kesukaan atau hobi. Salah satu Group Facebook penggemar ikan cupang, yakni Komunitas Lelang Cupang Indonesia (KLCI). Penulis mengamati salah satu bentuk norma dan identitas penggemar ikan cupang, yakni adanya bahasa atau istilah tertentu yang dipahami dan dimaknai sama oleh semua anggota KLCI dalam proses lelang di KLCI. Etnogra

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2

Ana Elisa and Dias Satria. "ANALISIS CONTAGION EFFECT RESESI GLOBAL KE INDEKS PASAR MODAL ASEAN." Contemporary Studies in Economic, Finance and Banking 2, no. 4 (2023): 621–33. http://dx.doi.org/10.21776/csefb.2023.02.4.6.

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The Covid-19 pandemic, the Russia-Ukraine war, and the increase in inflation in the United States have triggered a recession, leading to corrections in the global stock markets, including the ASEAN stock index. This research aims to examine how the relationships between stock markets in the ASEAN region mutually influence each other and seeks to identify which stock index exerts a dominant influence. This study employs the Vector Error Correction Mechanism (VECM) method, utilizing daily closing data from the stock indices of the Philippines (PSEi), Malaysia (KLCI), Indonesia (IHSG), Thailand (

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Aji, Andri, Anita Primastiwi, and Mukhammad Arifianto. "ANALISIS PENGARUH INDEKS BURSA ASEAN TERHADAP IHSG SAAT TERJADI PANDEMI COVID-19." Media Akuntansi Perpajakan 6, no. 2 (2022): 30–45. http://dx.doi.org/10.52447/map.v6i2.5123.

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ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh Indeks Bursa ASEAN Terhadap IHSG saat terjadi Pandemi Covid-19. Sampel yang digunakan dalam penelitian ini adalah seluruh data harian IHSG, KLCI, STI, PSEi, dan SETi pada bulan Maret, April, dan Mei 2020. Teknik pengambilan sampel yang digunakan yaitu sampling jenuh atau sensus, artinya sampel sama dengan populasi. Penelitian ini menggunakan analisis linear berganda. Hasil penelitian menunjukkan bahwa KLCI, STI, dan SETi tidak memiliki pengaruh terhadap IHSG saat terjadi pandemi covid-19, sedangkan PSEi berpengaruh positif terhadap I

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4

Nashirah, Abu Bakar, and Rosbi Sofian. "Mathematical Model Composition of Stock Price Composite Index: A Case Study of Malaysia Stock Exchange." International Journal of Advances in Scientific Research and Engineering 5, no. 3 (2019): 57–64. https://doi.org/10.31695/IJASRE.2019.33107.

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<em>The objective of this study is to analyze the composition of the Kuala Lumpur Composite Index (KLCI). In the same time, this study calculated the base index for 2019 composition. Data collected in this study using the daily stock price from Thomson Reuters Datastream. This study also analyzed the annual report for 30 companies to calculate free float of common share issued in the market. The FBM KLCI calculated using market capitalization with free float consideration. The result indicates the value of FBM KLCI on 1st January 2019 is 1683.53. This study proved that the base value for index

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Ooi, Chye-Khoon, and Ming-Ming Lai. "An empirical investigation on determinants of executive directors’ remuneration in bursa Malaysia." Corporate Ownership and Control 6, no. 3 (2009): 570–83. http://dx.doi.org/10.22495/cocv6i3sip6.

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Executive directors’ remuneration may link to company performance. This paper investigates the determinants of executive directors’ remuneration of all public listed companies in Bursa Malaysia from 2004 to 2006. Multiple regression results indicated that tenure of an executive director has held the director’ position appeared to be the most significant determinant for executive directors’ remuneration. Duality emerged as second significant determinant except for Kuala Lumpur Composite Index (KLCI) component companies. Company performance and size were found as determinants except for KLCI com

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Albertus, Redy Herinanto. "INFLUENCE OF THE SOUTHEAST ASIAN REGIONAL STOCK EXCHANGE ON THE INDONESIA STOCK EXCHANGE FOR THE PERIOD 2017-2018." Strategic Management Business Journal 1, no. 02 (2021): 17–24. http://dx.doi.org/10.55751/smbj.v1i02.17.

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This study aims to determine the effect of the South East Asia’s major stock exchanges on the Indonesia Stock Exchange from 2017 to 2018. The main stock exchanges used as independent variables are ^KLCI (Malaysia), ^STI (Singapore), ^SET (Thailand), and ^PSEI (Phillipines). The dependent variable used is ^JKSE (Jakarta Stock Exchange, Indonesia). There are 478 data sets that can be processed, which have been synchronized. By using multiple regression analysis, the results obtained: ^KLCI has a negative and insignificant effect on ^JKSE, ^STI has a negative and insignificant effect on ^JKSE, ^S

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Albertus, Redy Herinanto. "THE INFLUENCE OF THE SOUTHEAST ASIAN REGIONAL STOCK EXCHANGE ON THE INDONESIA STOCK EXCHANGE FOR THE PERIOD 2017-2018." SMBJ: Strategic Management Business journal 1, no. 02 (2022): 17–24. https://doi.org/10.5281/zenodo.6117557.

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This study aims to determine the effect of the South East Asia’s major stock exchanges on the Indonesia Stock Exchange from 2017 to 2018. The main stock exchanges used as independent variables are ^KLCI (Malaysia), ^STI (Singapore), ^SET (Thailand), and ^PSEI (Phillipines). The dependent variable used is ^JKSE (Jakarta Stock Exchange, Indonesia). There are 478 data sets that can be processed, which have been synchronized. By using multiple regression analysis, the results obtained: ^KLCI has a negative and insignificant effect on ^JKSE, ^STI has a negative and insignificant effect on ^JK

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8

Puji Lestari, Novi, Mochamad Rofic, and Yuni Utami. "Riding or challenging the waves: Uncovering the volatility of Southeast Asian stock markets amidst global uncertainties." Journal of Eastern European and Central Asian Research (JEECAR) 10, no. 5 (2023): 841–54. http://dx.doi.org/10.15549/jeecar.v10i5.1317.

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The purpose of this study is to examine the effect of global economic uncertainty on the stock markets in four developing countries in Southeast Asia, namely Indonesia (JKSE), Malaysia (KLCI), Thailand (SETI), and Vietnam (VNI). The study uses the U.S., China, and Europe Economic Policy Uncertainty (EPU) indices and the CBOE Volatility Index (VIX) from the Chicago Board Options Exchange as proxies for global uncertainty. By analyzing monthly composite stock index return rates in each stock market and monthly percentage changes in both the EPU and VIX, the Vector Auto-Regressive (VAR) model dem

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Manuhutu, Geraldo, and Kusuma Ratnawati. "Pengaruh Makroekonomi, Indeks Harga Saham Negara Malaysia dan Thailand Terhadap Indeks Harga Saham Gabungan Indonesia." Jurnal Management Risiko dan Keuangan 2, no. 4 (2023): 282–96. http://dx.doi.org/10.21776/jmrk.2023.02.4.01.

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The objective of this research is to identify the effects of inflation, USD-to-IDR exchange rate, BI Rate, the Kuala Lumpur Composite Index (KLCI), and the Stock Exchange of Thailand (SETi) on the Indonesia Stock Exchange Index (IDX Composite) during the Covid-19 pandemic’s Large-Scale Social Restriction (PSBB) and Community Activities Restrictions Enforcement (PPKM) from April 2020 to December 2022. The independent variables are inflation, USD-to-IDR exchange rate, BI Rate, KLCI, and SETi, and the dependent variable is IDX Composite. The effects to be identified by this research is the effect

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Siang, Chan Ching, and Patricia Rayappan. "A study on the effect of macroeconomic factors on stock market performance in Malaysia." E3S Web of Conferences 389 (2023): 09037. http://dx.doi.org/10.1051/e3sconf/202338909037.

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This study examines the effect of macroeconomic variables on stock market performance in Malaysia from January 2015 to December 2021. The macroeconomic variables included in this study are inflation rate, real effective exchange rate, m2 money supply and short-term interest rate. Johansen Cointegration Test has been utilized if the variables have long-term impact on Malaysian stock market performance; whereas regression analysis will quantify the impact. The results show that the real effective exchange rate has a moderate positive effect on KLCI index. Secondly, the inflation rate and overnig

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Cuhandi, Tsania. "Pengaruh Indeks Bursa Regional Terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI)." Cakrawala Repositori IMWI 6, no. 2 (2023): 1322–32. http://dx.doi.org/10.52851/cakrawala.v6i2.312.

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Penelitian ini bertujuan untuk mengetahui dan menganalisis besarnya pengaruh Indeks Harga Saham Regional terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia. Data yang digunakan adalah data sekunder, yaitu data yang meliputi perkembangan Indeks Harga Saham Gabungan di BEI dan beberapa Indeks harga Saham pada beberapa Bursa Saham Regional. Sampel yang digunakan dalam penelitian ini adalah seluruh data mingguan IHSG, KLCI, SET, PSEi, dan VNI pada bulan Januari - Desember 2022. Teknik pengambilan sampel yang digunakan yaitu sampling jenuh atau sensus, artinya sampel sama dengan po

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Lai, Yeen Khong, Sin Lee Yee, and Kumar a/l Chelliah Mahendra. "Relationship between Macroeconomics and Stock Market: Empirical Study in Malaysia." Journal of Research in Business, Economics and Management 8, no. 1 (2017): 1344–69. https://doi.org/10.5281/zenodo.3959454.

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This paper attempt to investigate the relationship between macroeconomic variables and FTSE Bursa Malaysia KLCI, the samples are divided into 2 groups such as foreign macroeconomic variables and local macroeconomic variables, foreign macroeconomic variables consist of Gold Bullion LBM price and Dow Jones Index, meanwhile local macroeconomic variables consist of Consumer Price Index, Base Lending Rate, Exchange Rate. This study employs data from Jan 2000 to Dec 2013 which contains a monthly data set of 168 observations. There are 3 methodologies used in this study to investigate the relationshi

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Purnama, Marselia purnama, Vivin Hanitha, and Hendra Hendra. "Effect of Gold Price, Nickel Price, Used Exchange, Dow Jones Industrial Average, and FTSE Malaysia KLCI on Sharia Share Price Index (Sharia Ida) on The Indonesia Stock Exchange in the Period of January 2020 - December 2020." eCo-Buss 4, no. 1 (2021): 29–45. http://dx.doi.org/10.32877/eb.v4i1.211.

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In 2021, Indonesia is known as the country with the largest Muslim population in the world, which is 231,069,932 (data from the Ministry of Trade 2018) or 231 million Muslim population, which is equivalent to 12.7 percent of the Muslim population worldwide. With the largest Muslim population, the Indonesian stock exchange must provide investment facilities that are in accordance with Islamic teachings. So that the Indonesian Sharia Stock Index was formed in 2011. The index consists of all sharia shares listed on the Indonesia Stock Exchange. Many factors affect the price movement of Islamic st

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Rahman, Amena, Adeela Kamal, Elizabeth A. Roberts, and Lawrence S. B. Goldstein. "Defective Kinesin Heavy Chain Behavior in Mouse Kinesin Light Chain Mutants." Journal of Cell Biology 146, no. 6 (1999): 1277–88. http://dx.doi.org/10.1083/jcb.146.6.1277.

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Conventional kinesin, kinesin-I, is a heterotetramer of two kinesin heavy chain (KHC) subunits (KIF5A, KIF5B, or KIF5C) and two kinesin light chain (KLC) subunits. While KHC contains the motor activity, the role of KLC remains unknown. It has been suggested that KLC is involved in either modulation of KHC activity or in cargo binding. Previously, we characterized KLC genes in mouse (Rahman, A., D.S. Friedman, and L.S. Goldstein. 1998. J. Biol. Chem. 273:15395–15403). Of the two characterized gene products, KLC1 was predominant in neuronal tissues, whereas KLC2 showed a more ubiquitous pattern

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Khong, Yeen Lai,, Kin Leong, Tang, and Tee Peck Ling. "Relationship between Macroeconomic Variables and Stock Market: Case Study from Malaysia." Research in Economics and Management 4, no. 2 (2019): 102. http://dx.doi.org/10.22158/rem.v4n2p102.

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<p><em>This study investigate the relationship between macroeconomic variables and FTSE Bursa Malaysia KLCI, the samples are divided into 2 groups such as foreign macroeconomic variables and local macroeconomic variables, foreign macroeconomic variables consist of Gold Bullion LBM price and Dow Jones Index, meanwhile local macroeconomic variables consist of Consumer Price Index, Base Lending Rate, Exchange Rate. This study employs data from Jan 2000 to Dec 2013 which contains a monthly data set of 168 observations. There are 3 methodologies used in this study to investigate the rel

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Gotama, Jefferson Indra, and Ignatius Roni Setyawan. "Relevansi Faktor Ekonomi Terhadap Kointegrasi IHSG dan KLCI." Jurnal Manajerial Dan Kewirausahaan 3, no. 1 (2021): 245. http://dx.doi.org/10.24912/jmk.v3i1.11318.

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The purpose of this research is to investigate the cointegration between the Kuala Lumpur Composite Index (KLCI), the Inflation, the Exchange Rate and the Jakarta Composite Index (JCI). The study sampled studied with monthly data periods in the period 1 January 2014-31 December 2019. The sampling method is non probability sampling with the sampling technique using purposive sampling. The analysis is performed by using Johansen cointegration test and VECM and processed by using Eviews 9. The VECM results show that there is no significant short term relationship between the Kuala Lumpur Composit

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Kartika, Andi. "VOLATILITAS HARGA SAHAM DI INDONESIA DAN MALAYSIA." Economica: Jurnal Ekonomi Islam 1, no. 2 (2016): 109. http://dx.doi.org/10.21580/economica.2010.1.2.846.

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<p>Disintermediatior phenomena in financial market show that many people tend to invest in capital market more than in banking. That’s happened, because of the return on stock is profitable than banking interest rate. But, there is a big risk in capital market. It’s natural, financial market say that high risk high return, low risk low return. So, if we do not want to loss, we must have ability to analyse stock performance, pecially volatility of stock. This research use to ARCH/GARCH Model<br />to estimation of volatility. The research show that stock growth in 2007 – 2009 tend to

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Aminuddin Jafry, Nurul Hanis, Ruzanna Ab Razak, and Noriszura Ismail. "Dependence Modelling using GARCH, EGARCH, and Copula Models:." Asia Proceedings of Social Sciences 2, no. 2 (2018): 55–59. http://dx.doi.org/10.31580/apss.v2i2.317.

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Copula become a popular tool to measure the dependency between financial data due to its ability to capture the non-normal distributions. Hence, this paper will inspect the impact of input models towards the parameter estimation of marginal and copula models for KLCI and FBMHS returns series by considering the ARMA-GARCH model and the ARMA-EGARCH model. This study also investigates the dependency of Islamic-conventional pair for Malaysia indices by using static copula and time-varying copula approach. The closing prices of Malaysia indices represented by KLCI (conventional) index and FBMHS (Is

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Abdullah, Ezatul Akma, Siti Meriam Zahari, S. Sarifah Radiah Shariff, and Muhammad Asmu’i Abdul Rahim. "Modelling volatility of Kuala Lumpur composite index (KLCI) using SV and garch models." Indonesian Journal of Electrical Engineering and Computer Science 13, no. 3 (2019): 1087. http://dx.doi.org/10.11591/ijeecs.v13.i3.pp1087-1094.

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It is well-known that financial time series exhibits changing variance and this can have important consequences in formulating economic or financial decisions. In much recent evidence shows that volatility of financial assets is not constant, but rather that relatively volatile periods alternate with more tranquil ones. Thus, there are many opportunities to obtain forecasts of this time-varying risk. The paper presents the modelling volatility of the Kuala Lumpur Composite Index (KLCI) using SV and GARCH models. Thus, the aim of this study is to model the KLCI stock market using two models; St

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Ezatul, Akma Abdullah, Meriam Zahari Siti, Sarifah Radiah Shariff S., and Asmu'i Abdul Rahim Muhammad. "Modelling volatility of Kuala Lumpur composite index (KLCI) using SV and garch models." Indonesian Journal of Electrical Engineering and Computer Science 13, no. 3 (2019): 1087–94. https://doi.org/10.11591/ijeecs.v13.i3.pp1087-1094.

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It is well-known that financial time series exhibits changing variance and this can have important consequences in formulating economic or financial decisions. In much recent evidence shows that volatility of financial assets is not constant, but rather that relatively volatile periods alternate with more tranquil ones. Thus, there are many opportunities to obtain forecasts of this time-varying risk. The paper presents the modelling volatility of the Kuala Lumpur Composite Index (KLCI) using SV and GARCH models. Thus, the aim of this study is to model the KLCI stock market using two models; St

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Setyawan, Ignatius Roni, Rorlen Rorlen, and Margarita Ekadjaja. "KOINTEGRASI BURSA EFEK INDONESIA DENGAN BURSA EFEK AMERIKA SERIKAT, JEPANG, HONGKONG, DAN MALAYSIA." Jurnal Muara Ilmu Ekonomi dan Bisnis 5, no. 2 (2021): 335. http://dx.doi.org/10.24912/jmieb.v5i2.11838.

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Penelitian ini bertujuan untuk menganalisis kointegrasi bursa efek di negara Amerika Serikat, Jepang, Hongkong, Malaysia, dan Indonesia dari tahun 2008-2020 dengan menggunakan model Vector Autoregressive Model. Penelitian ini dilakukan pada rentang waktu selama 156 bulan, di mana data yang diamati pasca krisis global di dunia (2008-2014) dan saat kemajuan ekonomi Cina yang berdampak pada perang dagang dengan USA (2014-2020). Berdasarkan hasil olah data dengan menggunakan aplikasi eviews 9.0 ditemukan adanya kointegrasi antara bursa efek di negara Amerika Serikat, Jepang, Hongkong, Malaysia, da

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Djedović, Edin, Ugur Ergun, and Irfan Djedović. "MODELLING VOLATILITY SPILLOVER BETWEEN CONVENTIONAL AND ISLAMIC STOCK INDEX IN MALAYSIA." Journal Human Research in Rehabilitation 10, no. 2 (2020): 26–32. http://dx.doi.org/10.21554/hrr.092002.

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This paper analyzes the vollatility spillover between the conventional index in Malaysia FTSE Malaysia KLCI (KLSE) and the Islamic index in Malaysia FTSE Bursa Malaysia Shariah Index (FTFBMHS). Monthly observations spanning in a period from 2002 to 2018 are obtained from investing.com database. GARCH model and Johansen cointegration test are used to investigate volatility spillover and the relationship between two indices. The results of the analysis indicate that in the short-run there is volatility spillover between FTSE Malaysia KLCI and FTSE Bursa Malaysia Shariah Index, while in the long-

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Ting, Lim Qiu, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong, and Lim Min. "Randow walk classifications and market risk evaluations of Malaysian stock market." Journal of Statistics and Management Systems 28, no. 2 (2025): 355–74. https://doi.org/10.47974/jsms-1391.

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This study delves into the characterization of random walks in the Malaysian stock market, specifically focusing on FTSE Bursa Malaysia KLCI. The examination of different types of random walks has been conducted through a battery of tests. The analysis takes into account the impact of the COVID-19 pandemic and divides the data into two distinct periods: before COVID-19 (from December 1, 2015, to May 1, 2019) and during COVID-19 (from December 1, 2015, to December 31, 2021). Subsequently, forecasting and risk determination are carried out using the ARMA-GJR model and ARMA-GARCH model. The empir

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Mohamed Yusof, Noreha, Badrina Nur Yasmin Badrul Azhar, Syazana Zakaria, and Intan Nadia Azvilla Maulad Mohamad Rawi. "PERFORMANCE OF KUALA LUMPUR COMPOSITE INDEX STOCK MARKET." MALAYSIAN JOURNAL OF COMPUTING 5, no. 2 (2020): 553. http://dx.doi.org/10.24191/mjoc.v5i2.9495.

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Financial Times Stock Exchange (FTSE) Bursa Malaysia Kuala Lumpur Composite Index (KLCI) is made up of over 30 large companies listed on the Bursa Malaysia Main Market. All FTSE Bursa Malaysia data are calculated and disseminated every 15 seconds in real-time. It is believed that the volatility of the stock market has a negative impact on real economic recovery. This paper aims to describe the underlying structure and the phenomenon of the sequence of observations in the series. The information obtained, can determine the performance of time series model to fit the data series from January 200

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Zakiyah, Tuti, and Arya Samudra Mahardhika. "Analisis Contagius Effect Menggunakan Garch Model: Bukti dari Asia Tenggara." J-MAS (Jurnal Manajemen dan Sains) 8, no. 1 (2023): 843. http://dx.doi.org/10.33087/jmas.v8i1.1020.

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This study aims to investigate the impact of the dynamic relationship dynamics during the Covid-19 pandemic between gold prices, oil prices and stock returns in Asean-5 countries related to the contatagion effect theory with evidence using GARCH Models analysis. The types of samples in this study are saturated samples, namely Gold prices, Oil prices, Composite Stock Price Index (Indonesia) JCI, Kuala Lumpur Composite Index/KLCI (Malaysia), Straits Times Singapore (STI), Securities Exchange of Thailand Index/SETI (Thailand). ), and the Philippine Stock Exchange/PSE (Philippines), during the Cov

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Mahmudah, Faizatul. "PENGARUH VARIABEL MAKROEKONOMI DAN BEBERAPA SAHAM GLOBAL TERHADAP INDEKS HARGA SAHAM GABUNGAN 2015-2019." EKOMBIS: JURNAL FAKULTAS EKONOMI 7, no. 2 (2021): 1. http://dx.doi.org/10.35308/ekombis.v7i2.3903.

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This study aims to explain the effect of the Dow Jones Industrial Average Index (DJIA). Kuala Lumpur Composite Index (KLSI), Shanghai Stock Composite Index (SSEC), inflation, interest rates, exchange rates,(Exchange rate), to the Composite Stock Price Index (IHSG). Using the Multiple Linear Regression analysis methods, with monthly samples from January 2015 to December 2019 which is resulted in 60 research samples. The test results using the Multiple Linear Regression method show that the DJIAI, KLCI has a positive and significant effect, the SSEC index and the BI rate have a negative and sign

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Marsani, Muhammad Fadhil, and Ani Shabri. "The distribution of extreme share return in different Malaysian economic circumstances." Malaysian Journal of Fundamental and Applied Sciences 16, no. 1 (2020): 75–80. http://dx.doi.org/10.11113/mjfas.v16n1.1356.

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This study evaluated the performance of probability distribution in various financial periods by investigating the effect of economic cycle on extreme stock return activity. Malaysian stock price KLCI data from 1994–2008 were split into three economy periods correspond to the growth, financial crisis, and the recovery. Four prevalent distributions specifically generalized lambda distribution (GLD), generalized extreme value (GEV), generalized logistic (GLO), and generalized pareto (GPA) were employed to model weekly and monthly maximum and minimum Kuala Lumpur Composite Index (KLCI) share retu

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Shakawi, A. M. H. A., and A. Shabri. "Dynamic learning rate adjustment using volatility in LSTM models for KLCI forecasting." Mathematical Modeling and Computing 12, no. 1 (2025): 158–67. https://doi.org/10.23939/mmc2025.01.158.

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The prediction of financial market behaviour constitutes a multifaceted challenge, attributable to the underlying volatility and non-linear characteristics inherent within market data. Long Short-Term Memory (LSTM) models have demonstrated efficacy in capturing these complexities. This study proposes a novel approach to enhance LSTM model performance by modulating the learning rate adaptively based on market volatility. We apply this method to forecast the Kuala Lumpur Composite Index (KLCI), leveraging volatility as a key input to adapt the learning rate during training. By integrating volati

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Hasan, Husna, Soon Hing Chong, Won Tean Ooi, and Mohd Tahir Ismail. "Time series modelling on KLCI returns in Malaysia." Reports on Economics and Finance 2 (2016): 69–81. http://dx.doi.org/10.12988/ref.2016.646.

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Fadila Suryani, Unggul Purwohedi, and Mardi. "Analisis Perbandingan Indeks Harga Saham Sebelum dan Sesudah Penetapan Covid-19 Sebagai Pandemi." Jurnal Akuntansi, Perpajakan dan Auditing 2, no. 3 (2021): 751–66. http://dx.doi.org/10.21009/japa.0203.15.

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Penelitian ini dilakukan dengan tujuan untuk menguji apakah ada perbedaan yang signifikan pada indeks harga saham sebelum dan sesudah penetapan covid-19 sebagai pandemi di kawasan regional ASEAN. Penelitian ini menggunakan data sekunder berupa pembukaan dan penutupan indeks harga saham di beberapa bursa efek ASEAN 29 Januari 2020 hingga 29 April 2020. Penelitian ini menggunakan teknik purposive sampling dan didapatkan sampel sejumlah 5 bursa efek di 5 negara ASEAN dengan variabel yaitu IHSG (Indonesia), SETI (Thailand), KLCI (Malaysia), STI (Singapura) dan PSEI (Filipina) dengan periode perist

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WONG, HOCK TSEN. "REAL EXCHANGE RATE RETURNS AND REAL STOCK PRICE RETURNS IN THE STOCK MARKET OF MALAYSIA." Singapore Economic Review 64, no. 05 (2016): 1319–49. http://dx.doi.org/10.1142/s0217590816500387.

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This study examines the relationships between real exchange rate returns and real stock price returns in the stock market of Malaysia. The Kwiatkowski, Phillips, Schmidt and Shin (KPSS) and Dickey and Fuller (DF) unit root test statistics show that all the variables examined are found to be stationary in the first differences. The constant conditional correlation (CCC)-multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model shows that real exchange rate return of Malaysian ringgit against the United States dollar (RM/USD) and real stock price return of Kuala Lumpu

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Lim, Khay Chien, Eric D. ofosu-hene, Kokkiang Tan, Edward Thangaratnam Paul, and Banafsheh Samadi. "Optimal Investment Policy for Pension Annuitants in Malaysia under Economic Exposure." International Journal of Advanced Business Studies 2, no. 2 (2023): 1–27. http://dx.doi.org/10.59857/nlfq3090.

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This research has conducted a profound evaluation into the annuity market in Malaysia from both the business and individual perspective. To a great extent, analysis is made on how the annuity insurers could better maintain the solvency level of annuity fund which is exposed under significant economic risks by obtaining an optimal fund allocation to maximise investment returns through the development of Asset-Liability Management (ALM). By adapting the concept from Wilkie model, six fundamental models including inflation rate, real interest rate, KLCI stock return, KLCI stock dividend yield, 10

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YAO, JINGTAO, CHEW LIM TAN, and HEAN-LEE POH. "NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI." International Journal of Theoretical and Applied Finance 02, no. 02 (1999): 221–41. http://dx.doi.org/10.1142/s0219024999000145.

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This paper presents a study of artificial neural nets for use in stock index forecasting. The data from a major emerging market, Kuala Lumpur Stock Exchange, are applied as a case study. Based on the rescaled range analysis, a backpropagation neural network is used to capture the relationship between the technical indicators and the levels of the index in the market under study over time. Using different trading strategies, a significant paper profit can be achieved by purchasing the indexed stocks in the respective proportions. The results show that the neural network model can get better ret

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Hartantio, Vincent, and Yusbardini Yusbardini. "Pengaruh Berbagai Indeks Saham Asia terhadap Indeks Harga Saham Gabungan Tahun 2015-2019." Jurnal Manajerial Dan Kewirausahaan 2, no. 4 (2020): 1096. http://dx.doi.org/10.24912/jmk.v2i4.9895.

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The purpose of this study is to analyze the effect of Nikkei 225 Index, Strait Times Index, Kuala Lumpur Composite Index, Hang Seng Index and Korean Composite Stock Price Index against Jakarta Composite Index (JCI) during the observed period from 2015-2019. The analytical method used in this study are unit root test, classic assumption test ,co-integration test and multiple regression analysis performed with E-views 9.0. This research used monthly data from 2015 – 2019 for each variable. This research analyzing the influence of Nikkei 225 Index, Strait Times Index, Kuala Lumpur Composite Index

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Pratiwi, Ratih, and Muhammad Yusuf. "Reaksi Pasar Dalam Bentuk Return Sebelum, Selama, dan Sesudah Peristiwa Piala Dunia Tahun 2014 pada Pasar Modal Asean." Jurnal Riset Akuntansi & Perpajakan (JRAP) 2, no. 02 (2015): 229–37. http://dx.doi.org/10.35838/jrap.v2i02.114.

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A B S T R A C T Investor realized that the stock market gradually decreased during World Cup.The research aimed to analyze the return of market reaction which happenned before, during, and after World Cup 2014 on ASEAN stock market. The sample involved 181 companies were included in LQ-45, STI, FTSE BM KLCI, SET 50, PSEI index, which fulfilled the reseach criteria. The data analysis technique used was one sampel t-test with quantitative data. Based on the result, can be concluded that Indonesia and Thailand stock markets were higly effected by World Cup. A B S T R A K Investo

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Pratiwi, Ratih, and Muhammad Yusuf. "Reaksi Pasar Dalam Bentuk Return Sebelum, Selama, dan Sesudah Peristiwa Piala Dunia Tahun 2014 pada Pasar Modal Asean." Jurnal Riset Akuntansi & Perpajakan (JRAP) 2, no. 02 (2015): 229–37. http://dx.doi.org/10.35838/jrap.2015.002.02.20.

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A B S T R A C T Investor realized that the stock market gradually decreased during World Cup.The research aimed to analyze the return of market reaction which happenned before, during, and after World Cup 2014 on ASEAN stock market. The sample involved 181 companies were included in LQ-45, STI, FTSE BM KLCI, SET 50, PSEI index, which fulfilled the reseach criteria. The data analysis technique used was one sampel t-test with quantitative data. Based on the result, can be concluded that Indonesia and Thailand stock markets were higly effected by World Cup. A B S T R A K Investo

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Shah, N. A., and N. A. N. Ariffin. "Performance of geometric Brownian motion (GBM) with various volatility measurement models in forecasting market indices." Mathematical Modeling and Computing 12, no. 1 (2025): 221–32. https://doi.org/10.23939/mmc2025.01.221.

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Many investors use market indices to manage their portfolios and keep track of the financial markets. Forecasting financial trends in a complex market is a critical factor for investors. Given how challenging and unpredictable future predictions can be, forecasting market indices cannot rely solely on regular patterns based on technical analysis. Therefore, this paper proposes a way to forecast future market indices of Financial Times Stock Exchange (FTSE) Bursa Malaysia Kuala Lumpur Stock Exchange Composite Index (KLCI) and MSCI All Country World Index (ACWI) by using geometric Brownian motio

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Kelvin Yong-Ming Lee, Mohamad Jais, and Chia-Wen Chan. "Impact of Covid-19: Evidence from Malaysian Stock Market." International Journal of Business and Society 21, no. 2 (2020): 607–28. http://dx.doi.org/10.33736/ijbs.3274.2020.

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Since the first case was reported at the end of 2019, COVID-19 has spread throughout the world resulting in more than 2 million confirmed cases. The World Health Organization (WHO) also declared the COVID-19 disease as pandemic on 11 March 2020. The COVID-19 pandemic has also affected the global financial market, which includes Malaysia. This study aims to investigate the impact of the COVID-19 outbreak on the Malaysian stock market. The dependent variables used in this study were the Kuala Lumpur Composite Index (KLCI) and 13 other sectorial indices. The independent variables were (i) the num

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Lim, Siow Chun. "The efficacy of Relative Strength Index (RSI) in KLSE market trade." Issues and Perspectives in Business and Social Sciences 4, no. 2 (2024): 108–14. http://dx.doi.org/10.33093/ipbss.2024.4.2.1.

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The Relative Strength Index (RSI) is a widely used technical indicator in stock trading because of its simple application. However, its application combined with fundamental analysis in Kuala Lumpur Stock Exchange (KLSE) is yet to be explored extensively. Hence, this study aimed to investigate the effectiveness of RSI as a predictive tool in the KLSE market. First, 39 stocks that met the set of criteria guided by fundamental soundness were identified. Trading signals are then initiated based on the RSI indicators, which are superimposed on the charts of the identified stocks. The return on inv

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Wulandari, Rosita, Adhitya Putri Pratiwi, Nopagia Nopagia, and Suripto Suripto. "Empirical Test of Composite Stock Price Index: Regional Stock Index." JABI (Jurnal Akuntansi Berkelanjutan Indonesia) 6, no. 1 (2023): 21–36. http://dx.doi.org/10.32493/jabi.v6i1.y2023.p21-36.

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The Composite Stock Price Index (JCI) is an indicator of price movements of all shares on the Indonesia Stock Exchange where one of the factors that can influence the movement of the JCI in Indonesia is the Global Stock Index. This study aims to determine the effect of the Global Stock Index on the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange, and to analyze the Global Stock Index which has a dominant influence on the JCI. The object of this research was conducted on 5 global stock indices that are located close to and which have a major influence on the world economy on

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Murthy, Uma, Paul Anthony, and Rubana Vighnesvaran. "Factors Affecting Kuala Lumpur Composite Index (KLCI) Stock Market Return in Malaysia." International Journal of Business and Management 12, no. 1 (2016): 122. http://dx.doi.org/10.5539/ijbm.v12n1p122.

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This paper studies the relationship between Kuala Lumpur Composite Index Stock Market Return with four macroeconomic determinants, namely interest rate, exchange rate, money supply and oil price from January 1997 to December 2015 on a monthly basis with a total of 228 observations. However, most of the studies are carried out in developed countries and large economic nations instead of in emerging markets such as Malaysia. Thus, this study aims to extend the existing studies to include the impact of several macroeconomics determinants namely interest rate, exchange rate, money supply and oil p

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Hadi, Abdul Razak Abdul, Eddy Tat Hiung Yap, and Zalina Zainudin. "The Effects of Relative Strength of USD and Overnight Policy Rate on Performance of Malaysian Stock Market – Evidence from 1980 through 2015." Contemporary Economics 13, no. 2 (2019): 175–86. http://dx.doi.org/10.5709/ce.1897-9254.306.

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The study is carried out with the objective of testing the efficient market hypothesis (EMH) at the semistrong form level. As such, the study employs two publicly available data variables – the exchange rate (RM/USD) and short-term interest rate as proxied by the overnight policy rate (OPR). The extent to which these variables influenced the performance of Bursa Malaysia (KLCI) over the past 35 years, from January 1980 to June 2015, is examined. Using monthly data, the entire study period is divided into three subperiods – the full sample period, the sample period that excludes the duration of

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Khodjakov, Alexey, Ekaterina M. Lizunova, Alexander A. Minin, Michael P. Koonce, and Fatima K. Gyoeva. "A Specific Light Chain of Kinesin Associates with Mitochondria in Cultured Cells." Molecular Biology of the Cell 9, no. 2 (1998): 333–43. http://dx.doi.org/10.1091/mbc.9.2.333.

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The motor protein kinesin is implicated in the intracellular transport of organelles along microtubules. Kinesin light chains (KLCs) have been suggested to mediate the selective binding of kinesin to its cargo. To test this hypothesis, we isolated KLC cDNA clones from a CHO-K1 expression library. Using sequence analysis, they were found to encode five distinct isoforms of KLCs. The primary region of variability lies at the carboxyl termini, which were identical or highly homologous to carboxyl-terminal regions of rat KLC B and C, human KLCs, sea urchin KLC isoforms 1–3, and squid KLCs. To exam

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Zhang, Yuruixian, Wei Chong Choo, Yuhanis Abdul Aziz, Choy Leong Yee, Cheong Kin Wan, and Jen Sim Ho. "Effects of Multiple Financial News Shocks on Tourism Demand Volatility Modelling and Forecasting." Journal of Risk and Financial Management 15, no. 7 (2022): 279. http://dx.doi.org/10.3390/jrfm15070279.

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Even though both symmetric and asymmetric conceptions of news impacts are well-established in the disciplines of economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet been delved into or gauged in any tourist destination. This work hypothesises and verifies that the news impact curve (NIC), conditional heteroscedastic volatility models, and multiple news shocks are suitable for forecasting the volatility of the Malaysian tourist industry. Among them, three primarily volatility models (GARCH, EGARCH, and GJRGARCH) are use

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Wan Mahmood, Wan Mansor, and Zetty Zahureen Mohd Yusoff. "The money market sensitivity on the stock market." Social and Management Research Journal 3, no. 2 (2006): 85. http://dx.doi.org/10.24191/smrj.v3i2.5116.

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This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala Lumpur Composite Index (KLCI) andthe sector indexes - construction, consumer product, finance, industrial product, plantation, properties, mining, andtrading andservices, from January I, 1997 to December 31,2000 are used. The results suggest that there is long-term relationship between KLlBOR andsub

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Phooi M’ng, Jacinta Chan, and Azmin Azliza Aziz. "Using Neural Networks to Enhance Technical Trading Rule Returns: A Case with KLCI." Athens Journal of Business & Economics 2, no. 1 (2015): 63–70. http://dx.doi.org/10.30958/ajbe.2-1-5.

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Robiyanto and Aldhi Fajar Hartanto. "CONTAGION EFFECT DAN INTEGRASI PASAR MODAL DI KAWASAN ASIA, EROPA DAN AMERIKA." Jurnal Organisasi dan Manajemen 14, no. 1 (2018): 1–9. http://dx.doi.org/10.33830/jom.v14i1.138.2018.

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Capital market integration is a very interesting topic to study because it is constantly evolving along with the development of time and conditions that occur in the capital markets in the world. This study examines the integration of capital markets and the contagion effect of capital markets in Asia, Europe and America. This study uses monthly closing data of Jakarta Composite Index (JCI) for Indonesia, (KLCI) for Malaysia, PSE Composite Index (PSE) for Philippines, Straight Times Index (STI) for Singapore, SET Index (SET) for Thailand, NIKKEI 225 for Japan, FTSE 100 for UK, DAX 30 for Germa

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K Ghani, Erlane, Nur Afifah Mohd Azemi, and Evita Puspitasari. "THE EFFECT OF FIRM CHARACTERISTICS ON EARNINGS MANAGEMENT PRACTICES AMONG MALAYSIAN PUBLIC LISTED COMPANIES IN TECHNOLOGY INDUSTRY." Management and Accounting Review (MAR) 18, no. 1 (2019): 41. http://dx.doi.org/10.24191/mar.v18i1.686.

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This study examines the effect of firm characteristics on earnings management practices among technology-based public listed firms in Malaysia. Specifically, this study examines the effect of firm size, firm profitability and firm leverage on earnings management practices. Using 83 technology-based firms listed in FTSE Bursa Malaysia KLCI Index for 2014 and 2015, this study shows a statistically positive relationship between firm size and earnings management practices. Such finding indicates larger firms tend to use earnings management incentives to enhance their performance. However, firm pro

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Refakar, Mohammad, and Ming-Ming Lai. "An investigation of board directors’ absence and its determinants in the Malaysian stock market." Corporate Ownership and Control 8, no. 2 (2011): 259–70. http://dx.doi.org/10.22495/cocv8i2c2p3.

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This paper examines the relation between directors’ absence in board meetings as an indicator of directors’ busyness with possible determinants of director absence on the constituent companies of FTSE Bursa Malaysia KLCI index from 2005 to 2008. This study has found board size as the strongest determinant of directors’ absence. As the size grows, there is higher probability of directors to be absent from board meetings. This study found a board size of 9 and less as an optimum board size. We also found that the more independent directors on the board, the less absence they made. The results sh

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WONG, JUN YIN, SITI NUR IQMAL IBRAHIM, NAZIHAH MOHAMED ALI, and ISZUANIE SYAFIDZA CHE ILIAS. "The Impact of Macroeconomic Variables on Stock Prices: A Case Study from FTSE Bursa Malaysia KLCI from 1994 until 2022." Universiti Malaysia Terengganu Journal of Undergraduate Research 7, no. 1 (2025): 83–100. https://doi.org/10.46754/umtjur.v7i1.542.

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This study uses monthly historical data to analyse the effects of changes in selected macroeconomic variables on the stock prices of the FTSE Bursa Malaysia KLCI from 1994 to 2022. A multiple regression model employing Ordinary Least Squares (OLS) and the Granger Causality test are employed to study this relationship. Upon evaluating the estimated regression coefficients and corresponding t-statistics, the findings reveal changes in the prices of Brent Crude Oil (BC) futures. Meanwhile, the Currency Exchange Rates (CR) indicate a significantly positive influence on stock prices. In contrast, t

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