The impact of macroeconomic variable, trading volume and commodity price on stock market returns. (A study in Malaysia)/ Muhammad Arsyad Kamarudin

This study focus on analyzing the whether the price of commodity and macroeconomic variable have any impact towards the stock market returns. The data gathered in this study is secondary data. The data used will be collected from a reliable sources and going to be measured in a monthly basis. There...

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Bibliographic Details
Main Author: Kamarudin, Muhammad Arsyad
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/53164/1/53164.pdf
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Summary:This study focus on analyzing the whether the price of commodity and macroeconomic variable have any impact towards the stock market returns. The data gathered in this study is secondary data. The data used will be collected from a reliable sources and going to be measured in a monthly basis. There are various factors that could affect the returns of the stock market. One of it is the movement of the stock market which also known as volatility. Volatility refers to the amount of variation or size of change in a security's value. There are four factors discuss in this study which is trading volume, Exchange rate, interest rate and commodity price. When the stock market have a large volatility rate it involve in a high risk since the stock price movement is uncertain and could affect the return from the stock market. And the economy also would have lower liquidity when there is decreasing in stock price. This is due to lower stock value mean lower amount of capital hold by investor cause the lower purchasing power. The study is done by taking Malaysia as the evidence from the period September 2013 September 2017. From the result of this study we can conclude that all the independent use for this study have a significant impact towards KLCI. Hopefully the result obtain from this study can be benefit to the other students and all the other investor in helping them making an investment decision.