The Performance Of Politically Connected Firms In Long-Run And Short-Run: Evidence From Malaysia

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Date
2016-03
Authors
Wong, Wai Yan
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Universiti Sains Malaysia
Abstract
The purpose of this thesis is to examine whether political connection is important to firm performance in Malaysia in both the long-run and short-run. This thesis uses a more updated and reliable data compared to previous studies being done in this area in Malaysia. The issue with previous studies being done is that they are still relying on data provided by Gomez and Jomo (1997) which was collected almost eighteen years ago, without any forms of updating. This study hope to rectify that situation as investigations using an outdated data will cause the results to be inaccurate. Other than that, this study also separates political connection into four different types. The sample frame for this study is from year 2002 – 2013 covering about 500 Malaysian public listed firms. For long-run analysis, this study uses GMM methodology whereas panel regression is used as the robustness check. For short-run analysis, event study methodology was done to calculate the abnormal return from each type of events studied. In the long-run, it is found that three types of political connection have a positive impact on firm performance. However, GLCs have the highest impact on firm performance compared to the others. In short-run, political connection does not affect performance in every event studied. Political connection does not have impact during scheduled event like government budget and general election. However, political connection has a larger impact on firm performance during unscheduled events like leadership transition and economic policies announcement.
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Political connection
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