Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif

Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and m...

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Main Author:	Mohd Arif, Mohd Shukri Amre
Format:	Student Project
Language:	English
Published:	Faculty of Business Management 2017
Subjects:	Macroeconomics Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/23032/ http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf

id	uitm-23032
recordtype	eprints
spelling	uitm-230322019-02-28T11:55:10Z http://ir.uitm.edu.my/id/eprint/23032/ Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif Mohd Arif, Mohd Shukri Amre Macroeconomics Stock price indexes. Stock quotations Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015. Faculty of Business Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf Mohd Arif, Mohd Shukri Amre (2017) Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif. [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 Stock price indexes. Stock quotations
spellingShingle	Macroeconomics Stock price indexes. Stock quotations Mohd Arif, Mohd Shukri Amre Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
description	Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015.
format	Student Project
author	Mohd Arif, Mohd Shukri Amre
author_facet	Mohd Arif, Mohd Shukri Amre
author_sort	Mohd Arif, Mohd Shukri Amre
title	Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_short	Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_full	Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_fullStr	Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_full_unstemmed	Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_sort	determinants of stock market return: the case of emerging countries / mohd shukri amre mohd arif
publisher	Faculty of Business Management
publishDate	2017
url	http://ir.uitm.edu.my/id/eprint/23032/ http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf
first_indexed	2023-09-18T23:09:56Z
last_indexed	2023-09-18T23:09:56Z
_version_	1777418734533607424

Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif

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