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The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh

Stock market lead to the economic growth in Malaysia. This study is to examine the effect of macroeconomic variables on stock market in Malaysia. In this study the time series had been used which include descriptive statistic, correlation and regression with the annual data from year 1985 to 2016 wi...

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Main Author: Jusoh, Siti Nor Salmah
Format: Student Project
Language:English
Published: 2018
Subjects:
Stock price indexes. Stock quotations
Online Access:https://ir.uitm.edu.my/id/eprint/109633/1/109633.pdf
https://ir.uitm.edu.my/id/eprint/109633/
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spelling my.uitm.ir.1096332025-01-27T08:52:36Z https://ir.uitm.edu.my/id/eprint/109633/ The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh Jusoh, Siti Nor Salmah Stock price indexes. Stock quotations Stock market lead to the economic growth in Malaysia. This study is to examine the effect of macroeconomic variables on stock market in Malaysia. In this study the time series had been used which include descriptive statistic, correlation and regression with the annual data from year 1985 to 2016 with 32 observations. Price of stock market is been used to measure the stock market performance. The independent variable in this study are interest rate (IR), inflation (INF), money supply (MS) and industrial production (IP). Durbin Watson test is used for analysis in order to remove the problem of autocorrelation. The regression model that has been used is Ordinary Least Square (OLS) and the result indicate that the interest rate (IR)and money supply (MS) are found to be positive significant with stock market. Meanwhile, inflation (INF) and industrial production (IP) is found to be insignificant with stock market. As the recommendation, future researcher should be alert with the economy before making an investment in stock market. 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/109633/1/109633.pdf The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh. (2018) [Student Project] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Stock price indexes. Stock quotations
spellingShingle Stock price indexes. Stock quotations
Jusoh, Siti Nor Salmah
The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
description Stock market lead to the economic growth in Malaysia. This study is to examine the effect of macroeconomic variables on stock market in Malaysia. In this study the time series had been used which include descriptive statistic, correlation and regression with the annual data from year 1985 to 2016 with 32 observations. Price of stock market is been used to measure the stock market performance. The independent variable in this study are interest rate (IR), inflation (INF), money supply (MS) and industrial production (IP). Durbin Watson test is used for analysis in order to remove the problem of autocorrelation. The regression model that has been used is Ordinary Least Square (OLS) and the result indicate that the interest rate (IR)and money supply (MS) are found to be positive significant with stock market. Meanwhile, inflation (INF) and industrial production (IP) is found to be insignificant with stock market. As the recommendation, future researcher should be alert with the economy before making an investment in stock market.
format Student Project
author Jusoh, Siti Nor Salmah
author_facet Jusoh, Siti Nor Salmah
author_sort Jusoh, Siti Nor Salmah
title The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
title_short The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
title_full The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
title_fullStr The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
title_full_unstemmed The determinants of stock market performance in Malaysia / Siti Nor Salmah Jusoh
title_sort determinants of stock market performance in malaysia / siti nor salmah jusoh
publishDate 2018
url https://ir.uitm.edu.my/id/eprint/109633/1/109633.pdf
https://ir.uitm.edu.my/id/eprint/109633/
_version_ 1823097935224635392
score 13.239859

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