Factors affecting performance of Malaysia stock market/ Azmir Kamarudin

The Malaysia stock market which is FBM KLCI, it comprises of 30 big companies stock price from different industries representing the stock index of Malaysia. This paper analyses the relationship between the KLCI and three independent variables, which is oil price, exchange rate and DJIA. The data c...

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Main Author: Kamarudin, Azmir
Format: Thesis
Language:English
Published: 2018
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/57954/1/57954.pdf
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spelling my-uitm-ir.579542022-05-10T16:32:13Z Factors affecting performance of Malaysia stock market/ Azmir Kamarudin 2018 Kamarudin, Azmir Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Malaysia The Malaysia stock market which is FBM KLCI, it comprises of 30 big companies stock price from different industries representing the stock index of Malaysia. This paper analyses the relationship between the KLCI and three independent variables, which is oil price, exchange rate and DJIA. The data collected is from website investing.com from the year 2007 until 2017. Using the series data, findings show that there is no significant relationship between KLCI and oil price and exchange rate. But there is a positive significant relationship between KLCI and DJIA. However, correlation matrix shows that all variables tested has strong relations to KLCI. This paper aims to prove that U.S stock markets and other variables have influence the Malaysian stock market. 2018 Thesis https://ir.uitm.edu.my/id/eprint/57954/ https://ir.uitm.edu.my/id/eprint/57954/1/57954.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Mohmad Hassan, Nadia Nurul Najwa Rahim, Kamal Fahrulrazy
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Mohmad Hassan, Nadia Nurul Najwa
Rahim, Kamal Fahrulrazy
topic Stock exchanges
Insider trading in securities
Stock exchanges
Insider trading in securities
Malaysia
spellingShingle Stock exchanges
Insider trading in securities
Stock exchanges
Insider trading in securities
Malaysia
Kamarudin, Azmir
Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
description The Malaysia stock market which is FBM KLCI, it comprises of 30 big companies stock price from different industries representing the stock index of Malaysia. This paper analyses the relationship between the KLCI and three independent variables, which is oil price, exchange rate and DJIA. The data collected is from website investing.com from the year 2007 until 2017. Using the series data, findings show that there is no significant relationship between KLCI and oil price and exchange rate. But there is a positive significant relationship between KLCI and DJIA. However, correlation matrix shows that all variables tested has strong relations to KLCI. This paper aims to prove that U.S stock markets and other variables have influence the Malaysian stock market.
format Thesis
qualification_level Bachelor degree
author Kamarudin, Azmir
author_facet Kamarudin, Azmir
author_sort Kamarudin, Azmir
title Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
title_short Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
title_full Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
title_fullStr Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
title_full_unstemmed Factors affecting performance of Malaysia stock market/ Azmir Kamarudin
title_sort factors affecting performance of malaysia stock market/ azmir kamarudin
granting_institution UiTM Cawangan Johor
granting_department Faculty of Business Management
publishDate 2018
url https://ir.uitm.edu.my/id/eprint/57954/1/57954.pdf
_version_ 1783734989282607104