Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan

This paper attempts to make comparisons between Malaysia and Singapore as to determine the relationship between of the both country stock return and selected macroeconomic variables such as interest rate (IR), exchange rate (ER), money supply (M2) and inflation (I) from 2012 until 2016. These variab...

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Main Author:	Azizan, Alieff Azziq
Format:	Thesis
Language:	English
Published:	2018
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/57468/1/57468.pdf
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id	my-uitm-ir.57468
record_format	uketd_dc
spelling	my-uitm-ir.574682022-06-22T08:56:11Z Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan 2018-12 Azizan, Alieff Azziq Macroeconomics Investment, capital formation, speculation Stock price indexes. Stock quotations This paper attempts to make comparisons between Malaysia and Singapore as to determine the relationship between of the both country stock return and selected macroeconomic variables such as interest rate (IR), exchange rate (ER), money supply (M2) and inflation (I) from 2012 until 2016. These variables contain monthly data of 490 samples of observation. The aim of this paper to determine which macroeconomic variables are most the most significant in influencing the stock market comparison between 2 countries that are Malaysia and Singapore. Multiple Regressions was used to examine the existence of relationship between stock return and macroeconomic variables. The data was analysed using EViews software version 10. It is expected that interest rate and exchange rate has negative relationship while money supply and inflation has positive relationship towards stock return. The test that use to analyse the data is descriptive, multiple regression, Variance Inflation Factor, Ramsey Reset test, Correlation of Coefficient, Normality test and Autocorrelation. The findings obtain that there is relationship of interest rate, exchange rate, money supply and inflation towards stock price return. The findings also obtain that both countries have same significant value which are exchange rate and money supply. 2018-12 Thesis https://ir.uitm.edu.my/id/eprint/57468/ https://ir.uitm.edu.my/id/eprint/57468/1/57468.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Isa @ Darami, Aflah Mohamad Shafi, Roslina (Dr.)
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Isa @ Darami, Aflah Mohamad Shafi, Roslina (Dr.)
topic	Macroeconomics Macroeconomics Macroeconomics
spellingShingle	Macroeconomics Macroeconomics Macroeconomics Azizan, Alieff Azziq Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
description	This paper attempts to make comparisons between Malaysia and Singapore as to determine the relationship between of the both country stock return and selected macroeconomic variables such as interest rate (IR), exchange rate (ER), money supply (M2) and inflation (I) from 2012 until 2016. These variables contain monthly data of 490 samples of observation. The aim of this paper to determine which macroeconomic variables are most the most significant in influencing the stock market comparison between 2 countries that are Malaysia and Singapore. Multiple Regressions was used to examine the existence of relationship between stock return and macroeconomic variables. The data was analysed using EViews software version 10. It is expected that interest rate and exchange rate has negative relationship while money supply and inflation has positive relationship towards stock return. The test that use to analyse the data is descriptive, multiple regression, Variance Inflation Factor, Ramsey Reset test, Correlation of Coefficient, Normality test and Autocorrelation. The findings obtain that there is relationship of interest rate, exchange rate, money supply and inflation towards stock price return. The findings also obtain that both countries have same significant value which are exchange rate and money supply.
format	Thesis
qualification_level	Bachelor degree
author	Azizan, Alieff Azziq
author_facet	Azizan, Alieff Azziq
author_sort	Azizan, Alieff Azziq
title	Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
title_short	Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
title_full	Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
title_fullStr	Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
title_full_unstemmed	Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan
title_sort	determinant of macroeconomic variable affecting stock market return: comparison between malaysia and singapore / alieff azziq azizan
granting_institution	UiTM Cawangan Johor
granting_department	Faculty of Business Management
publishDate	2018
url	https://ir.uitm.edu.my/id/eprint/57468/1/57468.pdf
_version_	1783734977680113664

Determinant of macroeconomic variable affecting stock market return: comparison between Malaysia and Singapore / Alieff Azziq Azizan

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