The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan
This research examines the effect of selective variables on the Malaysian stock market performance from 1980 to 2016. From the 36 yearly data observations, this research applied several empirical tests to determine the impact of selective variables on stock market performance. From the empirical tes...
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| Format: | Thesis |
| Language: | English |
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2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/61249/1/61249.pdf |
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my-uitm-ir.612492022-07-07T06:54:10Z The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan 2018-06 Muhamad Harzan, Muhammad Ammar Money supply Foreign exchange. Foreign exchange rates Foreign investments. Country risk Stock price indexes. Stock quotations This research examines the effect of selective variables on the Malaysian stock market performance from 1980 to 2016. From the 36 yearly data observations, this research applied several empirical tests to determine the impact of selective variables on stock market performance. From the empirical test, exchange rate, foreign direct investment has the positive relationship with Malaysian stock market performance, while consumer price index, industrial production index and money supply has the negative relationship with Malaysian stock market performance. The Normality Jarque-Bera (JB) Test showed that the error terms are normally distributed and the model is significant at 5% significance level. Lastly, result from unit root test indicated that all variables is station at level and first difference while other variables are stationary at first difference. 2018-06 Thesis https://ir.uitm.edu.my/id/eprint/61249/ https://ir.uitm.edu.my/id/eprint/61249/1/61249.pdf text en public degree UiTM Cawangan Johor Bachelor of Business Administration (Investment Management) Ismail, Noor Izah (Prof. Madya) Shamsuddin, Shukri (Prof. Madya) |
| institution |
Universiti Teknologi MARA |
| collection |
UiTM Institutional Repository |
| language |
English |
| advisor |
Ismail, Noor Izah (Prof. Madya) Shamsuddin, Shukri (Prof. Madya) |
| topic |
Money supply Money supply Money supply Money supply |
| spellingShingle |
Money supply Money supply Money supply Money supply Muhamad Harzan, Muhammad Ammar The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| description |
This research examines the effect of selective variables on the Malaysian stock market performance from 1980 to 2016. From the 36 yearly data observations, this research applied several empirical tests to determine the impact of selective variables on stock market performance. From the empirical test, exchange rate, foreign direct investment has the positive relationship with Malaysian stock market performance, while consumer price index, industrial production index and money supply has the negative relationship with Malaysian stock market performance. The Normality Jarque-Bera (JB) Test showed that the error terms are normally distributed and the model is significant at 5% significance level. Lastly, result from unit root test indicated that all variables is station at level and first difference while other variables are stationary at first difference. |
| format |
Thesis |
| qualification_level |
Bachelor degree |
| author |
Muhamad Harzan, Muhammad Ammar |
| author_facet |
Muhamad Harzan, Muhammad Ammar |
| author_sort |
Muhamad Harzan, Muhammad Ammar |
| title |
The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| title_short |
The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| title_full |
The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| title_fullStr |
The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| title_full_unstemmed |
The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan |
| title_sort |
determinants of malaysian stock market performance / muhammad ammar muhamad harzan |
| granting_institution |
UiTM Cawangan Johor |
| granting_department |
Bachelor of Business Administration (Investment Management) |
| publishDate |
2018 |
| url |
https://ir.uitm.edu.my/id/eprint/61249/1/61249.pdf |
| _version_ |
1783735228653633536 |