Welcome to Malaysian Finance Association
Transcript of Welcome to Malaysian Finance Association
Capiral Mark ts R.viee Vol. 11 Nor ' I & 2, 2003
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Capitat Mark.ts Re|'er Vol lINos l &2
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Table 5
KL'E conpos*e h'#laf l llf, 5'"'"'l'?;t';i"T"SI"'""""'t"t "'t
tffir $eek and'isniricance or F\.urLtics ro'
Wed Ihu's
0.0034662r.a60332',10.0634361
0.00221'171.305126E0.192461
0.00i24E6|.90310220.05?6118
0.0053385l-9?01895o 1499415
Panel I : Ovetalt20 Dec 99 '20 De. ull
crc ;:,lifi:'"'
.ilqiii:isignrlrcanc€
orc:.":.Tt""",_l33lilll;-;il" o o468se7
siAnificarce
cro ::,:"'."- l:33l3il;-;;i;. 00711868
significance
i;;i:" ';':'f;i* *,
0.003644t9514320.051573
0.00?0771.2196110.22317
0.0015672.38315
0017544
0.00559793.00441660.0027969
0.00442362.6033',72',70-0095105
0.0011?431J8988850.0740879
0.00233151.23555460.217215
0.001540?0.89533160.3710485
0.00079071.1900919o.2145a54
CTC Coefficien!
significance
oTC CoeJficienl
signiltcarce
CTO Coefficient
siSnificdce
Panel 3 : Post'T+3e0 Dec A0 19 Dec
CTc coefficient
sisnifican'e
OTC Coefficient
sigtilicance
CTO Coefficient
significance
-0-0048459-2.54203260.0116405
,0.0040179,2.3180687o 3212732
0.000828,1.1880665o.2359623
01)
-0.0019582-1.0280660.3049713
0.0010?490.58839470.5568301
-0.0009333-143815820.1517139
03065682.4604040.014571
0.0048341.9916200.o4'1521
0.0017341.7766850.0?686
0.007360E2.7570016a.0062'743
0.006180725460776
0.01151
0.0011801i.2090036o.22',7831',7
0.00282831.02702120-3054275
0.00204050.81491280.4159169
0.00078780;1824',187
0.434692
0.0041231
o 22106l
0001
0.001215
|.67350.0955
t.226
0.
0.13
0.0009000.33',76'190.?35904
-0.000556-l.22A1370.819736
0.0014561.60350
0.110161
0.0038595t.44',197310.1489517
0.00265641.089?9210.n69r62
0.00120311.32480060.1865186
0.00178790.674134
0.5008859
0.00094270-38868490.6978591
0.0008452o.93531620.3505506
0.51
0.0003
0.891
0.00131.5310.1271
*-",llil*e. o.* "t""t ts significant at 1% level' (** at s% 1e!e1) and (* at 10% lever)