The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar

This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analy...

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Main Author:	Ali Mokhtar, Nurul Ain
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2017
Online Access:	http://ir.uitm.edu.my/id/eprint/17284/ http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf

id	uitm-17284
recordtype	eprints
spelling	uitm-172842019-04-19T03:18:19Z http://ir.uitm.edu.my/id/eprint/17284/ The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar Ali Mokhtar, Nurul Ain This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analysis for this study. The variables used are FBM Emas Shariah Index (FTSE) as the proxy for Islamic stock market, Composite Price Index (CPI) as the proxy for inflation rate, Industrial Production Index (IPI) as the proxy for gross domestic product and Financial Aggregate Supply (M3) as the proxy for money supply. This study used quarterly data from first quarter of 2009 until second quarter of 2016 taken from authorized sources. The findings showed that Islamic stock market volatility is co-integrated with the selected macroeconomic variables in which FTSE is related positively and significantly with IPI, CPI and M3. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf Ali Mokhtar, Nurul Ain (2017) The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
description	This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analysis for this study. The variables used are FBM Emas Shariah Index (FTSE) as the proxy for Islamic stock market, Composite Price Index (CPI) as the proxy for inflation rate, Industrial Production Index (IPI) as the proxy for gross domestic product and Financial Aggregate Supply (M3) as the proxy for money supply. This study used quarterly data from first quarter of 2009 until second quarter of 2016 taken from authorized sources. The findings showed that Islamic stock market volatility is co-integrated with the selected macroeconomic variables in which FTSE is related positively and significantly with IPI, CPI and M3.
format	Student Project
author	Ali Mokhtar, Nurul Ain
spellingShingle	Ali Mokhtar, Nurul Ain The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
author_facet	Ali Mokhtar, Nurul Ain
author_sort	Ali Mokhtar, Nurul Ain
title	The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_short	The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_full	The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_fullStr	The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_full_unstemmed	The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_sort	relationship between macroeconomic variables towards islamic stock market in malaysia / nurul ain ali mokhtar
publisher	Faculty of Business and Management
publishDate	2017
url	http://ir.uitm.edu.my/id/eprint/17284/ http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf
first_indexed	2023-09-18T22:57:58Z
last_indexed	2023-09-18T22:57:58Z
_version_	1777417981186277376

The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar

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