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The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar

This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analy...

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Main Author: Ali Mokhtar, Nurul Ain
Format: Student Project
Language:English
Published: Faculty of Business and Management 2017
Online Access:http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf
http://ir.uitm.edu.my/id/eprint/17284/
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spelling my.uitm.ir.172842019-04-19T03:18:19Z http://ir.uitm.edu.my/id/eprint/17284/ The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar Ali Mokhtar, Nurul Ain This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analysis for this study. The variables used are FBM Emas Shariah Index (FTSE) as the proxy for Islamic stock market, Composite Price Index (CPI) as the proxy for inflation rate, Industrial Production Index (IPI) as the proxy for gross domestic product and Financial Aggregate Supply (M3) as the proxy for money supply. This study used quarterly data from first quarter of 2009 until second quarter of 2016 taken from authorized sources. The findings showed that Islamic stock market volatility is co-integrated with the selected macroeconomic variables in which FTSE is related positively and significantly with IPI, CPI and M3. Faculty of Business and Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf Ali Mokhtar, Nurul Ain (2017) The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar. [Student Project] (Unpublished)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
description This study is to analyze the relationship between macroeconomic variables towards Islamic stock market in Malaysia. The purpose of this study is to observe this relationship in Malaysian context. In order to achieve the objective, an estimation of E-views is used to run and test the regression analysis for this study. The variables used are FBM Emas Shariah Index (FTSE) as the proxy for Islamic stock market, Composite Price Index (CPI) as the proxy for inflation rate, Industrial Production Index (IPI) as the proxy for gross domestic product and Financial Aggregate Supply (M3) as the proxy for money supply. This study used quarterly data from first quarter of 2009 until second quarter of 2016 taken from authorized sources. The findings showed that Islamic stock market volatility is co-integrated with the selected macroeconomic variables in which FTSE is related positively and significantly with IPI, CPI and M3.
format Student Project
author Ali Mokhtar, Nurul Ain
spellingShingle Ali Mokhtar, Nurul Ain
The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
author_facet Ali Mokhtar, Nurul Ain
author_sort Ali Mokhtar, Nurul Ain
title The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_short The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_full The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_fullStr The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_full_unstemmed The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
title_sort relationship between macroeconomic variables towards islamic stock market in malaysia / nurul ain ali mokhtar
publisher Faculty of Business and Management
publishDate 2017
url http://ir.uitm.edu.my/id/eprint/17284/2/PPb_NURUL%20AIN%20ALI%20MOKHTAR%20BM%2017_5.pdf
http://ir.uitm.edu.my/id/eprint/17284/
_version_ 1685648921844514816
score 13.211869

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