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Type :thesis
Subject :HG Finance
Main Author :Ahmad Tarmizi Al Shaari
Title :Analisis integrasi antara pasaran saham Islam dan konvensional di Malaysia
Place of Production :Tanjong Malim
Publisher :Fakulti Pengurusan dan Ekonomi
Year of Publication :2019
Notes :With cd
Corporate Name :Universiti Pendidikan Sultan Idris
PDF Guest :Click to view PDF file

Abstract : Universiti Pendidikan Sultan Idris
Objektif kajian ini adalah untuk menentukan bentuk hubungan antara pasaran saham Islam  dan  Konvensional  di  Malaysia.  Kajian  ini  memfokuskan  kepada  tiga  indeks utama yang  dijadikan sebagai proksi kepada pasaran-pasaran saham di Malaysia iaitu The Financial Times Stock  Exchange Emas Syariah Index (FBMESI), The Financial Times   Stock   Exchange   Kuala   Lumpur    Composite   Index   (FBMKLCI)   dan   The Financial Times Stock Exchange ACE Index (FBMAI).  Pendekatan kajian ini adalah secara  kuantitatif  dan  data  bagi  kajian  ini  menggunakan  data   bulanan  dari  bulan Januari  2009  hingga  Disember  2015  yang  diambil  dari  sumber-sumber   berautoriti seperti  Suruhanjaya  Sekuriti  Malaysia,  laporan  Bank  Negara  dan  Bursa  Malaysia.  Kajian  ini  mengaplikasikan  ujian  kointegrasi  Johansen  dan  Juselius  serta  Model Vektor    Pembetulan   Ralat   (VECM)   dengan   tujuan   untuk   menentukan   bentuk hubungan antara  ketiga-tiga indeks tersebut. Dapatan kajian menunjukkan terdapatnya hubungan keseimbangan jangka  panjang yang positif dan signifikan antara FBMESI dengan   FBMKLCI   (P

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