Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli

For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this research intends to bright the gap by examining the factors that affect the stock market...

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Main Authors:	Kamarulzaman, Muhammad Haziq, Zulkefli, Nurul Musfirah
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2019
Subjects:	Macroeconomics Investment, capital formation, speculation Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/23485/ http://ir.uitm.edu.my/id/eprint/23485/1/PPb_MUHAMMAD%20HAZIQ%20KAMARULZAMAN%20M%20BM%2019_5.pdf

id	uitm-23485
recordtype	eprints
spelling	uitm-234852019-03-21T01:32:51Z http://ir.uitm.edu.my/id/eprint/23485/ Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli Kamarulzaman, Muhammad Haziq Zulkefli, Nurul Musfirah Macroeconomics Investment, capital formation, speculation Stock price indexes. Stock quotations For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this research intends to bright the gap by examining the factors that affect the stock market performance in developing country namely Malaysia. More specifically, this research aims to extend the current literature reviews by including inflation rate, crude oil price, exchange rate, gross domestic product and money supply in determining their relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views 10, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from 1st Quarter 2006 to 2nd Quarter 2018. The results conclude that inflation rate, crude oil price and exchange rate have a positive and negative relationship respectively with Malaysian stock market performance. On the other hand, this research also indicates that both the gross domestic product and money supply have an insignificant relationship with Malaysian stock market performance. We hope that the result of this study could fill a gap in the field of stock market performance in developing countries. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23485/1/PPb_MUHAMMAD%20HAZIQ%20KAMARULZAMAN%20M%20BM%2019_5.pdf Kamarulzaman, Muhammad Haziq and Zulkefli, Nurul Musfirah (2019) Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli. [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 Investment, capital formation, speculation Stock price indexes. Stock quotations
spellingShingle	Macroeconomics Investment, capital formation, speculation Stock price indexes. Stock quotations Kamarulzaman, Muhammad Haziq Zulkefli, Nurul Musfirah Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
description	For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this research intends to bright the gap by examining the factors that affect the stock market performance in developing country namely Malaysia. More specifically, this research aims to extend the current literature reviews by including inflation rate, crude oil price, exchange rate, gross domestic product and money supply in determining their relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views 10, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from 1st Quarter 2006 to 2nd Quarter 2018. The results conclude that inflation rate, crude oil price and exchange rate have a positive and negative relationship respectively with Malaysian stock market performance. On the other hand, this research also indicates that both the gross domestic product and money supply have an insignificant relationship with Malaysian stock market performance. We hope that the result of this study could fill a gap in the field of stock market performance in developing countries.
format	Student Project
author	Kamarulzaman, Muhammad Haziq Zulkefli, Nurul Musfirah
author_facet	Kamarulzaman, Muhammad Haziq Zulkefli, Nurul Musfirah
author_sort	Kamarulzaman, Muhammad Haziq
title	Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
title_short	Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
title_full	Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
title_fullStr	Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
title_full_unstemmed	Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli
title_sort	determinants of stock market performance in malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / muhammad haziq kamarulzaman and nurul musfirah zulkefli
publisher	Faculty of Business and Management
publishDate	2019
url	http://ir.uitm.edu.my/id/eprint/23485/ http://ir.uitm.edu.my/id/eprint/23485/1/PPb_MUHAMMAD%20HAZIQ%20KAMARULZAMAN%20M%20BM%2019_5.pdf
first_indexed	2023-09-18T23:10:47Z
last_indexed	2023-09-18T23:10:47Z
_version_	1777418787682779136

Determinants of stock market performance in Malaysia: inflation rate, crude oil price, exchange rate, gross domestic product and money supply / Muhammad Haziq Kamarulzaman and Nurul Musfirah Zulkefli

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