On the link volatility between tin price and stock
Abstract
The influence of commodity prices which affects the stock market has been investigated in previous researchers.
This research aims to examine the volatility effect of tin commodity prices to the company's stock price. Vector
Error Correction Model (VECM) is employed with monthly data from 2003 to 2015. The results showed that the
price of tin has a relationship with the equity of PT Timah Tbk, Malaysia Smelting Corporation and Yunnan Tin
Company Limited which indicates the existence of financialization commodity market
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