An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan

This paper studies the relationship between macroeconomic factors and the stock trade turnover ratio in Malaysia using survey from World Bank Data for 1993 until 2012. We argued in determine a favorable functional form of turnover ratio for stock trade for each year, thus, applying the time series o...

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Main Author:	Ruslan, Muhammad Izzuddin
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management, Universiti Teknologi MARA 2015
Subjects:	Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities
Online Access:	http://ir.uitm.edu.my/id/eprint/25667/ http://ir.uitm.edu.my/id/eprint/25667/1/PPb_MUHAMMAD%20IZZUDDIN%20RUSLAN%20BM%20M%2015_4.pdf

id	uitm-25667
recordtype	eprints
spelling	uitm-256672019-12-06T03:05:46Z http://ir.uitm.edu.my/id/eprint/25667/ An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan Ruslan, Muhammad Izzuddin Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities This paper studies the relationship between macroeconomic factors and the stock trade turnover ratio in Malaysia using survey from World Bank Data for 1993 until 2012. We argued in determine a favorable functional form of turnover ratio for stock trade for each year, thus, applying the time series of the model parameter in term of macroeconomics factors as this better allow us to take into account unaffected variables in the time series. Estimates from model that relate the stock trade turnover ratio to the selected variables in first differences is Inflation, Consumer Price Index and Exchange rate have significant effect on the stock trade turnover ratio. Compared to the commonly used method of modeling the turnover ratio of stock trade directly, our approach indicates that there was no clear cut relationship between macroeconomic factors and stocks trade turnover ratio in Malaysia for the last 20 years. Faculty of Business and Management, Universiti Teknologi MARA 2015 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25667/1/PPb_MUHAMMAD%20IZZUDDIN%20RUSLAN%20BM%20M%2015_4.pdf Ruslan, Muhammad Izzuddin (2015) An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan. [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 Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities
spellingShingle	Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Stock exchanges. Insider trading in securities Ruslan, Muhammad Izzuddin An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
description	This paper studies the relationship between macroeconomic factors and the stock trade turnover ratio in Malaysia using survey from World Bank Data for 1993 until 2012. We argued in determine a favorable functional form of turnover ratio for stock trade for each year, thus, applying the time series of the model parameter in term of macroeconomics factors as this better allow us to take into account unaffected variables in the time series. Estimates from model that relate the stock trade turnover ratio to the selected variables in first differences is Inflation, Consumer Price Index and Exchange rate have significant effect on the stock trade turnover ratio. Compared to the commonly used method of modeling the turnover ratio of stock trade directly, our approach indicates that there was no clear cut relationship between macroeconomic factors and stocks trade turnover ratio in Malaysia for the last 20 years.
format	Student Project
author	Ruslan, Muhammad Izzuddin
author_facet	Ruslan, Muhammad Izzuddin
author_sort	Ruslan, Muhammad Izzuddin
title	An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
title_short	An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
title_full	An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
title_fullStr	An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
title_full_unstemmed	An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan
title_sort	empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in malaysia / muhammad izzuddin ruslan
publisher	Faculty of Business and Management, Universiti Teknologi MARA
publishDate	2015
url	http://ir.uitm.edu.my/id/eprint/25667/ http://ir.uitm.edu.my/id/eprint/25667/1/PPb_MUHAMMAD%20IZZUDDIN%20RUSLAN%20BM%20M%2015_4.pdf
first_indexed	2023-09-18T23:15:12Z
last_indexed	2023-09-18T23:15:12Z
_version_	1777419066189807616

An empirical investigation on the determinants of macroeconomics that influence the stock trade turnover ratio in Malaysia / Muhammad Izzuddin Ruslan

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