Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah

The study has been conducted to determine whether the macroeconomics variables give impact towards stock market returns of Parkson Holding Berhad (PHB) in Malaysia from 2004 to 2017 which contains quarterly data set of 56 observations. The primary objective of this research is to investigate the rel...

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Main Authors: Abu Shah, Nur Liyana, Shaharullah, Nur Elisa
Format: Student Project
Language:English
Published: Faculty of Business and Management 2019
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/23547/
http://ir.uitm.edu.my/id/eprint/23547/1/PPb_NUR%20LIYANA%20ABU%20SHAH%20M%20BM%2019_5.pdf
id uitm-23547
recordtype eprints
spelling uitm-235472019-04-07T03:57:08Z http://ir.uitm.edu.my/id/eprint/23547/ Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah Abu Shah, Nur Liyana Shaharullah, Nur Elisa Macroeconomics Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations The study has been conducted to determine whether the macroeconomics variables give impact towards stock market returns of Parkson Holding Berhad (PHB) in Malaysia from 2004 to 2017 which contains quarterly data set of 56 observations. The primary objective of this research is to investigate the relationship between macroeconomic variables which are Inflation (INF), Exchange Rate (EXC), Crude Oil Price, Interest Rate (INT) and Gross Domestic Product (GDP) with stock market return of Parkson Holdings Berhad (PHB). The relationship between independent variables (INF, EXC, COP, INT and GDP) and dependent variable (PHB). This paper employs Ordinary Least Square (OLS) to determine the statistical relationship. For the diagnostic checking, there are no heteroscedasticity, no autocorrelation, no model specification problem, no multicollinearity and normally distributed. In conclusion, according to the result that use compounded return to convert all of the raw data form, it reveals that EXC, INT and GDP are significant to stock market return of PHB at the significant level of 0.01 and 0.05. Meanwhile, INF and COP are insignificant to stock market return of PHB due to value of probability exceeded the significant level of 0.10. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23547/1/PPb_NUR%20LIYANA%20ABU%20SHAH%20M%20BM%2019_5.pdf Abu Shah, Nur Liyana and Shaharullah, Nur Elisa (2019) Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah. [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
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
spellingShingle Macroeconomics
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
Abu Shah, Nur Liyana
Shaharullah, Nur Elisa
Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
description The study has been conducted to determine whether the macroeconomics variables give impact towards stock market returns of Parkson Holding Berhad (PHB) in Malaysia from 2004 to 2017 which contains quarterly data set of 56 observations. The primary objective of this research is to investigate the relationship between macroeconomic variables which are Inflation (INF), Exchange Rate (EXC), Crude Oil Price, Interest Rate (INT) and Gross Domestic Product (GDP) with stock market return of Parkson Holdings Berhad (PHB). The relationship between independent variables (INF, EXC, COP, INT and GDP) and dependent variable (PHB). This paper employs Ordinary Least Square (OLS) to determine the statistical relationship. For the diagnostic checking, there are no heteroscedasticity, no autocorrelation, no model specification problem, no multicollinearity and normally distributed. In conclusion, according to the result that use compounded return to convert all of the raw data form, it reveals that EXC, INT and GDP are significant to stock market return of PHB at the significant level of 0.01 and 0.05. Meanwhile, INF and COP are insignificant to stock market return of PHB due to value of probability exceeded the significant level of 0.10.
format Student Project
author Abu Shah, Nur Liyana
Shaharullah, Nur Elisa
author_facet Abu Shah, Nur Liyana
Shaharullah, Nur Elisa
author_sort Abu Shah, Nur Liyana
title Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
title_short Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
title_full Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
title_fullStr Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
title_full_unstemmed Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
title_sort determinants of stock market return in retail industry (parkson holdings berhad) / nur liyana abu shah and nur elisa shaharullah
publisher Faculty of Business and Management
publishDate 2019
url http://ir.uitm.edu.my/id/eprint/23547/
http://ir.uitm.edu.my/id/eprint/23547/1/PPb_NUR%20LIYANA%20ABU%20SHAH%20M%20BM%2019_5.pdf
first_indexed 2023-09-18T23:10:54Z
last_indexed 2023-09-18T23:10:54Z
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