Factor that influence stock market performance: evidence from major stock market of southeast ASEAN countries / Muhammad Ariffudin Mohammad Kamal

This study is conduct to investigate the factors that influence stock market performance in Southeast ASEAN countries. The price of stock are always fluctuate during period of time due to the changes in selected macroeconomic variables. So this study is conduct in order to investigate which macroeco...

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Bibliographic Details
Main Author: Mohammad Kamal, Muhammad Ariffudin
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/58102/1/58102.pdf
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Summary:This study is conduct to investigate the factors that influence stock market performance in Southeast ASEAN countries. The price of stock are always fluctuate during period of time due to the changes in selected macroeconomic variables. So this study is conduct in order to investigate which macroeconomic variables will affect the stock price movement. It is also recommend to all financial and banking sector as well as investors that they should pay more attention to the macroeconomic variables especially to take advantage for their investment decisions. The theoretical framework for this study have been made and provided the followed by the application of the statistic or econometric method and analysis of the elements of stock market index in Southeast ASEAN countries. The sample that will be using in this research is 5 major stock exchange in Southeast ASEAN countries which are Malaysia Stock Exchange (MMX), Singapore Stock Exchange (SGX), Stock Exchange of Thailand (SET), Indonesia Stock Exchange (IDX) and Vietnam Stock Exchange (VNX). The analysis is observed in the range of 12 years start from 2004 to 2015 with the total observation of 60 observations. All the analysis will conduct by using E-views to analysis the data collected and provide result on the relationship between factors that affect and the performance of stock market in Southeast ASEAN countries.