The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi
This paper is to examine the macroeconomics variables toward stock market performance in Malaysia. The dependent variable is a stock market performance (proxy by KLCI) and the independent variables are inflation rate, trade openness, interest rate, money supply, exchange rate and foreign direct inve...
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| Language: | English |
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2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/58039/1/58039.pdf |
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my-uitm-ir.580392022-05-17T08:37:30Z The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi 2018 Azmi, Siti Nur Syazwani Macroeconomics Interest rates Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations This paper is to examine the macroeconomics variables toward stock market performance in Malaysia. The dependent variable is a stock market performance (proxy by KLCI) and the independent variables are inflation rate, trade openness, interest rate, money supply, exchange rate and foreign direct investment. The period of study is in between 1984 until 2017. The yearly data used in the analysis. Hence, the objective of this research is to examine the factors that affect the stock market performance in Malaysia during 1984 until 2017. Time series data approach be used to test the relationship of macroeconomics towards the performance of the stock market in Malaysia. It is expected that the trade openness has a significant positive relationship with the stock market development. On the other hand, inflation rate, money supply, interest rate, exchange rate and foreign direct investment have a significant negative relationship with the stock market performance. 2018 Thesis https://ir.uitm.edu.my/id/eprint/58039/ https://ir.uitm.edu.my/id/eprint/58039/1/58039.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Abdul Latif, Ruziah |
| institution |
Universiti Teknologi MARA |
| collection |
UiTM Institutional Repository |
| language |
English |
| advisor |
Abdul Latif, Ruziah |
| topic |
Macroeconomics Interest rates Macroeconomics Macroeconomics |
| spellingShingle |
Macroeconomics Interest rates Macroeconomics Macroeconomics Azmi, Siti Nur Syazwani The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| description |
This paper is to examine the macroeconomics variables toward stock market performance in Malaysia. The dependent variable is a stock market performance (proxy by KLCI) and the independent variables are inflation rate, trade openness, interest rate, money supply, exchange rate and foreign direct investment. The period of study is in between 1984 until 2017. The yearly data used in the analysis. Hence, the objective of this research is to examine the factors that affect the stock market performance in Malaysia during 1984 until 2017. Time series data approach be used to test the relationship of macroeconomics towards the performance of the stock market in Malaysia. It is expected that the trade openness has a significant positive relationship with the stock market development. On the other hand, inflation rate, money supply, interest rate, exchange rate and foreign direct investment have a significant negative relationship with the stock market performance. |
| format |
Thesis |
| qualification_level |
Bachelor degree |
| author |
Azmi, Siti Nur Syazwani |
| author_facet |
Azmi, Siti Nur Syazwani |
| author_sort |
Azmi, Siti Nur Syazwani |
| title |
The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| title_short |
The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| title_full |
The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| title_fullStr |
The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| title_full_unstemmed |
The determinants of stock market performance: evidence from Malaysia/ Siti Nur Syazwani Azmi |
| title_sort |
determinants of stock market performance: evidence from malaysia/ siti nur syazwani azmi |
| granting_institution |
UiTM Cawangan Johor |
| granting_department |
Faculty of Business Management |
| publishDate |
2018 |
| url |
https://ir.uitm.edu.my/id/eprint/58039/1/58039.pdf |
| _version_ |
1783734991993176064 |