Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry
The aim of the study is to explore the relationship during pandemic among selected macroeconomic variables and Malaysia stock market index which is known as Kuala Lumpur Composite Index (KLCI). The stock market and selected macroeconomic variables such as gross domestic product, inflation rate, exch...
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2022
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my-uitm-ir.966762024-08-18T07:55:55Z Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry 2022 Ian Alioefry, Muhammad Jasyimi Macroeconomics Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product The aim of the study is to explore the relationship during pandemic among selected macroeconomic variables and Malaysia stock market index which is known as Kuala Lumpur Composite Index (KLCI). The stock market and selected macroeconomic variables such as gross domestic product, inflation rate, exchange rate, interest rate and industrial production are taken as independent variables as well as pandemic that taken as dummy variable while stock market is taken as dependent variable. To capture the maximum variation in stock market, time series analysis is done on monthly data from year 2002 to 2020. The pandemic event is only focus happened in Malaysia which is severe acute respiratory syndrome (SARS), influenza a virus subtype (HIND, Middle East Respiratory Syndrome (MERS), Coronavirus disease 2019 (COVID-19). Normality test is employed to test the normality of data. Correlation among the variables tested by correlation test. Then the significance of the explanatory variable is examined within the F-Test framework. Finally, Multiple Linear Regression used to explore the statistical relationship and evaluate the hypothesis in this paper. 2022 Thesis https://ir.uitm.edu.my/id/eprint/96676/ https://ir.uitm.edu.my/id/eprint/96676/1/96676.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Mohd Yusoff, Yuslizawati Mohmad Hassan, Nadia Nurul Najwa Mohamad Malom, Mardziyana |
| institution |
Universiti Teknologi MARA |
| collection |
UiTM Institutional Repository |
| language |
English |
| advisor |
Mohd Yusoff, Yuslizawati Mohmad Hassan, Nadia Nurul Najwa Mohamad Malom, Mardziyana |
| topic |
Macroeconomics Macroeconomics |
| spellingShingle |
Macroeconomics Macroeconomics Ian Alioefry, Muhammad Jasyimi Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| description |
The aim of the study is to explore the relationship during pandemic among selected macroeconomic variables and Malaysia stock market index which is known as Kuala Lumpur Composite Index (KLCI). The stock market and selected macroeconomic variables such as gross domestic product, inflation rate, exchange rate, interest rate and industrial production are taken as independent variables as well as pandemic that taken as dummy variable while stock market is taken as dependent variable. To capture the maximum variation in stock market, time series analysis is done on monthly data from year 2002 to 2020. The pandemic event is only focus happened in Malaysia which is severe acute respiratory syndrome (SARS), influenza a virus subtype (HIND, Middle East Respiratory Syndrome (MERS), Coronavirus disease 2019 (COVID-19). Normality test is employed to test the normality of data. Correlation among the variables tested by correlation test. Then the significance of the explanatory variable is examined within the F-Test framework. Finally, Multiple Linear Regression used to explore the statistical relationship and evaluate the hypothesis in this paper. |
| format |
Thesis |
| qualification_level |
Bachelor degree |
| author |
Ian Alioefry, Muhammad Jasyimi |
| author_facet |
Ian Alioefry, Muhammad Jasyimi |
| author_sort |
Ian Alioefry, Muhammad Jasyimi |
| title |
Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| title_short |
Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| title_full |
Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| title_fullStr |
Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| title_full_unstemmed |
Effect of macroeconomic on stock market during pandemic / Muhammad Jasyimi Ian Alioefry |
| title_sort |
effect of macroeconomic on stock market during pandemic / muhammad jasyimi ian alioefry |
| granting_institution |
Universiti Teknologi MARA, Johor |
| granting_department |
Faculty of Business and Management |
| publishDate |
2022 |
| url |
https://ir.uitm.edu.my/id/eprint/96676/1/96676.pdf |
| _version_ |
1811768867253387264 |