Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir

Using yearly data over the period 1980 - 2016, this study examine the Malaysia Stock Market by using several macroeconomic variables which are Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply. The objectives it to examine the relationship of several macroeconomi...

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Main Author:	Mohd Azir, Nisa Farhana
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2018
Subjects:	Macroeconomics Consumption. Demand (Economic theory) Stock price indexes. Stock quotations Malaysia
Online Access:	http://ir.uitm.edu.my/id/eprint/21058/ http://ir.uitm.edu.my/id/eprint/21058/1/PPb_NISA%20FARHANA%20MOHD%20AZIR%20M%20BM%2018_5.pdf

id	uitm-21058
recordtype	eprints
spelling	uitm-210582018-09-19T06:06:05Z http://ir.uitm.edu.my/id/eprint/21058/ Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir Mohd Azir, Nisa Farhana Macroeconomics Consumption. Demand (Economic theory) Stock price indexes. Stock quotations Malaysia Using yearly data over the period 1980 - 2016, this study examine the Malaysia Stock Market by using several macroeconomic variables which are Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply. The objectives it to examine the relationship of several macroeconomic variables with the Stock Market in Malaysia. The result founded that it is strongly indicates that all the macroeconomic variables are significantly affect the Stock Market in Malaysia. Overall, the results from the study have implications towards the policy makers and investors in terms of diversification of risks and returns. Besides, Multiple Linear Regressions Model is applied to study the relationship between explanatory variables (Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply) and explained variable (Malaysia Stock Market Performance). Empirical results show that Interest Rate and the Money Supply are positively affect KLCI. Other than that, Exchange Rate and Palm Oil Price are negatively affect the Malaysia Stock Market. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/21058/1/PPb_NISA%20FARHANA%20MOHD%20AZIR%20M%20BM%2018_5.pdf Mohd Azir, Nisa Farhana (2018) Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Macroeconomics Consumption. Demand (Economic theory) Stock price indexes. Stock quotations Malaysia
spellingShingle	Macroeconomics Consumption. Demand (Economic theory) Stock price indexes. Stock quotations Malaysia Mohd Azir, Nisa Farhana Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
description	Using yearly data over the period 1980 - 2016, this study examine the Malaysia Stock Market by using several macroeconomic variables which are Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply. The objectives it to examine the relationship of several macroeconomic variables with the Stock Market in Malaysia. The result founded that it is strongly indicates that all the macroeconomic variables are significantly affect the Stock Market in Malaysia. Overall, the results from the study have implications towards the policy makers and investors in terms of diversification of risks and returns. Besides, Multiple Linear Regressions Model is applied to study the relationship between explanatory variables (Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply) and explained variable (Malaysia Stock Market Performance). Empirical results show that Interest Rate and the Money Supply are positively affect KLCI. Other than that, Exchange Rate and Palm Oil Price are negatively affect the Malaysia Stock Market.
format	Student Project
author	Mohd Azir, Nisa Farhana
author_facet	Mohd Azir, Nisa Farhana
author_sort	Mohd Azir, Nisa Farhana
title	Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
title_short	Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
title_full	Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
title_fullStr	Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
title_full_unstemmed	Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir
title_sort	determinants of stock market performance in malaysia / nisa farhana mohd azir
publisher	Faculty of Business and Management
publishDate	2018
url	http://ir.uitm.edu.my/id/eprint/21058/ http://ir.uitm.edu.my/id/eprint/21058/1/PPb_NISA%20FARHANA%20MOHD%20AZIR%20M%20BM%2018_5.pdf
first_indexed	2023-09-18T23:05:44Z
last_indexed	2023-09-18T23:05:44Z
_version_	1777418470595493888

Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir

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