The relationship between stock market and economic growth in Malaysia / Imelda Sabinas

This study aims to investigate the relationship between stock market and economic growth in Malaysia using a 24-year time series data from 1989 until 2012. The method of this study analysis used is Granger Casuahty Test and Johansen Cointegration Test. The study analyzes the relationship between sto...

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Bibliographic Details
Main Author:	Sabinas, Imelda
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Stock exchanges Insider trading in securities
Online Access:	https://ir.uitm.edu.my/id/eprint/95522/1/95522.pdf
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id	my-uitm-ir.95522
record_format	uketd_dc
spelling	my-uitm-ir.955222024-05-31T02:57:36Z The relationship between stock market and economic growth in Malaysia / Imelda Sabinas 2016 Sabinas, Imelda Stock exchanges. Insider trading in securities This study aims to investigate the relationship between stock market and economic growth in Malaysia using a 24-year time series data from 1989 until 2012. The method of this study analysis used is Granger Casuahty Test and Johansen Cointegration Test. The study analyzes the relationship between stock market and economic growth. The stock market used stock market capitalization ratio as a proxy for market size while value traded ratio and turnover ratio were used as proxy for market liquidity. The results show that stock market capitalization ratio and stock turnover ratios have a very weak correlation with economic growth. Meanwhile, stock market has a strong positive correlation with value traded ratio. 2016 Thesis https://ir.uitm.edu.my/id/eprint/95522/ https://ir.uitm.edu.my/id/eprint/95522/1/95522.pdf text en public Universiti Teknologi MARA, Sabah Faculty of Business and Management
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Stock exchanges Insider trading in securities
spellingShingle	Stock exchanges Insider trading in securities Sabinas, Imelda The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
description	This study aims to investigate the relationship between stock market and economic growth in Malaysia using a 24-year time series data from 1989 until 2012. The method of this study analysis used is Granger Casuahty Test and Johansen Cointegration Test. The study analyzes the relationship between stock market and economic growth. The stock market used stock market capitalization ratio as a proxy for market size while value traded ratio and turnover ratio were used as proxy for market liquidity. The results show that stock market capitalization ratio and stock turnover ratios have a very weak correlation with economic growth. Meanwhile, stock market has a strong positive correlation with value traded ratio.
format	Thesis
author	Sabinas, Imelda
author_facet	Sabinas, Imelda
author_sort	Sabinas, Imelda
title	The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
title_short	The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
title_full	The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
title_fullStr	The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
title_full_unstemmed	The relationship between stock market and economic growth in Malaysia / Imelda Sabinas
title_sort	relationship between stock market and economic growth in malaysia / imelda sabinas
granting_institution	Universiti Teknologi MARA, Sabah
granting_department	Faculty of Business and Management
publishDate	2016
url	https://ir.uitm.edu.my/id/eprint/95522/1/95522.pdf
_version_	1804889961425534976

The relationship between stock market and economic growth in Malaysia / Imelda Sabinas

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