Fig 1.
The time series plot of FBMKLCI closing prices and Stringency index from January 2, 2020 to September 26, 2022.
Source: CEIC.
Fig 2.
The cumulative COVID-19 cases, cumulative death and daily COVID-19 cases in Malaysia from January 28, 2020 to September 26, 2022.
Source: CEIC.
Table 1.
Descriptive statistics.
Table 2.
Correlation coefficients between variables.
Table 3.
Main regression.
Table 4.
Robustness tests: Alternative dependent variables using different sector indices returns.
Table 5.
Robustness tests: Alternative dependent variables using different sector indices returns.
Table 6.
Robustness tests: Alternative dependent variables using different sector indices returns.
Table 7.
Robustness tests: Alternative dependent variables using different sector indices volatility.
Table 8.
Robustness tests: Alternative dependent variables using different sector indices volatility.
Table 9.
Robustness tests: Alternative dependent variables using different sector indices volatility.
Table 10.
Robustness tests: Additional control variables.
Table 11.
Robustne ss tests: Additional control variables.