Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah

The performance of Malaysian stock market has been influenced by several factors which will cause the stock price falls and rise. The factors can be known as macroeconomic variables where all the factors are a significant fiscal, natural, or geopolitical event that has a broad impact on a regional o...

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Main Author: Abdullah, Nur Khalidah Syafiah
Format: Thesis
Language:English
Published: 2022
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Online Access:https://ir.uitm.edu.my/id/eprint/102055/1/102055.pdf
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spelling my-uitm-ir.1020552024-10-28T02:04:23Z Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah 2022 Abdullah, Nur Khalidah Syafiah Macroeconomics The performance of Malaysian stock market has been influenced by several factors which will cause the stock price falls and rise. The factors can be known as macroeconomic variables where all the factors are a significant fiscal, natural, or geopolitical event that has a broad impact on a regional or national economy. Any changes of macroeconomic variables somehow will influence and give various impact to the economy. In the event of a change, the investors need to aware and prepare to take steps to understand the market movement. The aim of this research is to identify the factors that influence the stock market performance in Malaysia. This research represents the stock market index of Malaysia which is KLCI as the dependent variables and interest rate, exchange rate, inflation rate and money supply as the independent variables. The yearly data of forty years ranges from 1981 to 2020 was used for this research study. Therefore, to analysis the data, we use panel data and run it by E-views version 10. Hence, there are some methodologies used to identify the significance and relationship such as descriptive analysis, classical assumption test, correlation test and regression analysis. The findings of the study revealed that there is significance in exchange rate while insignificance result from interest rate, inflation rate and money supply towards the stock market index of Malaysia. It is concluded that there is significant relationship between the macroeconomic variables on the Malaysian stock market index. 2022 Thesis https://ir.uitm.edu.my/id/eprint/102055/ https://ir.uitm.edu.my/id/eprint/102055/1/102055.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Mohd Yusoff, Yuslizawati -, Ferri Nasrul
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Mohd Yusoff, Yuslizawati
-, Ferri Nasrul
topic Macroeconomics
spellingShingle Macroeconomics
Abdullah, Nur Khalidah Syafiah
Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
description The performance of Malaysian stock market has been influenced by several factors which will cause the stock price falls and rise. The factors can be known as macroeconomic variables where all the factors are a significant fiscal, natural, or geopolitical event that has a broad impact on a regional or national economy. Any changes of macroeconomic variables somehow will influence and give various impact to the economy. In the event of a change, the investors need to aware and prepare to take steps to understand the market movement. The aim of this research is to identify the factors that influence the stock market performance in Malaysia. This research represents the stock market index of Malaysia which is KLCI as the dependent variables and interest rate, exchange rate, inflation rate and money supply as the independent variables. The yearly data of forty years ranges from 1981 to 2020 was used for this research study. Therefore, to analysis the data, we use panel data and run it by E-views version 10. Hence, there are some methodologies used to identify the significance and relationship such as descriptive analysis, classical assumption test, correlation test and regression analysis. The findings of the study revealed that there is significance in exchange rate while insignificance result from interest rate, inflation rate and money supply towards the stock market index of Malaysia. It is concluded that there is significant relationship between the macroeconomic variables on the Malaysian stock market index.
format Thesis
qualification_level Bachelor degree
author Abdullah, Nur Khalidah Syafiah
author_facet Abdullah, Nur Khalidah Syafiah
author_sort Abdullah, Nur Khalidah Syafiah
title Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
title_short Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
title_full Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
title_fullStr Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
title_full_unstemmed Factors that influence stock market performance in Malaysia / Nur Khalidah Syafiah Abdullah
title_sort factors that influence stock market performance in malaysia / nur khalidah syafiah abdullah
granting_institution Universiti Teknologi MARA, Johor
granting_department Faculty of Business and Management
publishDate 2022
url https://ir.uitm.edu.my/id/eprint/102055/1/102055.pdf
_version_ 1818588026665697280