The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar

Global financial crisis has given enormous impact for the world's economy. During the global financial crisis began in United States (U.S), many large financial institutions have been fall out and negatively affected world's economy. The most affected industry is the banking industry and w...

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Main Author: Nadzar, Fati Hah Najihah
Format: Student Project
Language:English
Published: Faculty of Business and Management 2017
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/25086/
http://ir.uitm.edu.my/id/eprint/25086/1/PPb_FATI%20HAH%20NAJIHAH%20NADZAR%20J%20BM17_5.pdf
id uitm-25086
recordtype eprints
spelling uitm-250862019-08-28T07:55:16Z http://ir.uitm.edu.my/id/eprint/25086/ The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar Nadzar, Fati Hah Najihah Investment, capital formation, speculation Global financial crisis has given enormous impact for the world's economy. During the global financial crisis began in United States (U.S), many large financial institutions have been fall out and negatively affected world's economy. The most affected industry is the banking industry and world's stock market. Malaysia is one of the countries that received an impact due to global financial crisis of 2007/2008 (Angabini & Wasiuzzaman, 2011). This research comes from the investor decision in managing risk during pre and post global financial crisis in Malaysia that lead to the existence of flight-to-quality from stock to bonds market. In the Princeton Encyclopedia of the World Economy, Aizenman (2009) describes flight-to-quality as actions by the investors to "liquidate assets in financial institutions due to a sudden increase in their perceived risk." When stock-bond correlations are positive during pre-crisis, and turn to negative during crisis, there is flight to quality (Baur & Lucey, 2009). Hence, the purpose of this study is to investigate the existence of flight from stock market to bond market which is before crisis, during crisis and after crisis in Malaysia. The sample of this study is the weekly stock indices and bond indices consist from July 2007 until July 2017. The method apply in this research is event study and uses to measure the effect of an event on the stock and bond value. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25086/1/PPb_FATI%20HAH%20NAJIHAH%20NADZAR%20J%20BM17_5.pdf Nadzar, Fati Hah Najihah (2017) The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar. [Student Project] (Unpublished)
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Investment, capital formation, speculation
spellingShingle Investment, capital formation, speculation
Nadzar, Fati Hah Najihah
The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
description Global financial crisis has given enormous impact for the world's economy. During the global financial crisis began in United States (U.S), many large financial institutions have been fall out and negatively affected world's economy. The most affected industry is the banking industry and world's stock market. Malaysia is one of the countries that received an impact due to global financial crisis of 2007/2008 (Angabini & Wasiuzzaman, 2011). This research comes from the investor decision in managing risk during pre and post global financial crisis in Malaysia that lead to the existence of flight-to-quality from stock to bonds market. In the Princeton Encyclopedia of the World Economy, Aizenman (2009) describes flight-to-quality as actions by the investors to "liquidate assets in financial institutions due to a sudden increase in their perceived risk." When stock-bond correlations are positive during pre-crisis, and turn to negative during crisis, there is flight to quality (Baur & Lucey, 2009). Hence, the purpose of this study is to investigate the existence of flight from stock market to bond market which is before crisis, during crisis and after crisis in Malaysia. The sample of this study is the weekly stock indices and bond indices consist from July 2007 until July 2017. The method apply in this research is event study and uses to measure the effect of an event on the stock and bond value.
format Student Project
author Nadzar, Fati Hah Najihah
author_facet Nadzar, Fati Hah Najihah
author_sort Nadzar, Fati Hah Najihah
title The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
title_short The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
title_full The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
title_fullStr The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
title_full_unstemmed The investor decision in managing risk during pre and post global financial crisis in Malaysia / Fati Hah Najihah Nadzar
title_sort investor decision in managing risk during pre and post global financial crisis in malaysia / fati hah najihah nadzar
publisher Faculty of Business and Management
publishDate 2017
url http://ir.uitm.edu.my/id/eprint/25086/
http://ir.uitm.edu.my/id/eprint/25086/1/PPb_FATI%20HAH%20NAJIHAH%20NADZAR%20J%20BM17_5.pdf
first_indexed 2023-09-18T23:14:01Z
last_indexed 2023-09-18T23:14:01Z
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