The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim

This paper aims is finding out the effect of macroeconomic determinant on stock market performance in Malaysia. The study is focuses on stock index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The macroeconomic variables considered are palm oil price, interbank rates (3...

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Main Author:	Abd Rahim, Fatihatunnurrahim
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2014
Subjects:	Macroeconomics Investment, capital formation, speculation
Online Access:	http://ir.uitm.edu.my/id/eprint/21425/ http://ir.uitm.edu.my/id/eprint/21425/1/PPb_FATIHATUNNURRAHIM%20ABD%20RAHIM%20BM%20J%2014_5.pdf

id	uitm-21425
recordtype	eprints
spelling	uitm-214252018-10-02T03:51:17Z http://ir.uitm.edu.my/id/eprint/21425/ The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim Abd Rahim, Fatihatunnurrahim Macroeconomics Investment, capital formation, speculation This paper aims is finding out the effect of macroeconomic determinant on stock market performance in Malaysia. The study is focuses on stock index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The macroeconomic variables considered are palm oil price, interbank rates (3 month), exchange rates inflation rates and gold prices. The sample of this study comprises of 191 observations each of the independent and dependent variables on a monthly basis over 16 years period from January 1998 to December 2013. Methodology used for this study is by using Multiple Linear Regression with time series data sourced from DataStream and Index Mundi. Thereafter, econometric tests are to be conducted to observe the relationship of the macroeconomic variables to the FBMKLCI. Interactive software package E-view 7 would be used for testing and analyzing the data collected. The study is an attempt to investigate the relationship of the chosen macroeconomic variables towards influencing stock index which is FBMKLCI. Findings from previous research papers mostly on developed markets indicate that macroeconomic variables do play a significant role in the determination of stock returns. The results of this research paper would provide an indicative view and could form an important basis for investors and policy makers in their investment strategies and policy decisions respectively. Faculty of Business and Management 2014-12 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/21425/1/PPb_FATIHATUNNURRAHIM%20ABD%20RAHIM%20BM%20J%2014_5.pdf Abd Rahim, Fatihatunnurrahim (2014) The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim. [Student Project] (Submitted)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Macroeconomics Investment, capital formation, speculation
spellingShingle	Macroeconomics Investment, capital formation, speculation Abd Rahim, Fatihatunnurrahim The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
description	This paper aims is finding out the effect of macroeconomic determinant on stock market performance in Malaysia. The study is focuses on stock index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The macroeconomic variables considered are palm oil price, interbank rates (3 month), exchange rates inflation rates and gold prices. The sample of this study comprises of 191 observations each of the independent and dependent variables on a monthly basis over 16 years period from January 1998 to December 2013. Methodology used for this study is by using Multiple Linear Regression with time series data sourced from DataStream and Index Mundi. Thereafter, econometric tests are to be conducted to observe the relationship of the macroeconomic variables to the FBMKLCI. Interactive software package E-view 7 would be used for testing and analyzing the data collected. The study is an attempt to investigate the relationship of the chosen macroeconomic variables towards influencing stock index which is FBMKLCI. Findings from previous research papers mostly on developed markets indicate that macroeconomic variables do play a significant role in the determination of stock returns. The results of this research paper would provide an indicative view and could form an important basis for investors and policy makers in their investment strategies and policy decisions respectively.
format	Student Project
author	Abd Rahim, Fatihatunnurrahim
author_facet	Abd Rahim, Fatihatunnurrahim
author_sort	Abd Rahim, Fatihatunnurrahim
title	The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
title_short	The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
title_full	The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
title_fullStr	The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
title_full_unstemmed	The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim
title_sort	effect of macroeconomic determinants on malaysian stock market performance / fatihatunnurrahim abd rahim
publisher	Faculty of Business and Management
publishDate	2014
url	http://ir.uitm.edu.my/id/eprint/21425/ http://ir.uitm.edu.my/id/eprint/21425/1/PPb_FATIHATUNNURRAHIM%20ABD%20RAHIM%20BM%20J%2014_5.pdf
first_indexed	2023-09-18T23:06:32Z
last_indexed	2023-09-18T23:06:32Z
_version_	1777418520052629504

The effect of macroeconomic determinants on Malaysian stock market performance / Fatihatunnurrahim Abd Rahim

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