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Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif

Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and m...

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Main Author: Mohd Arif, Mohd Shukri Amre
Format: Student Project
Language:English
Published: Faculty of Business Management 2017
Subjects:
Macroeconomics
Stock price indexes. Stock quotations
Online Access:http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf
http://ir.uitm.edu.my/id/eprint/23032/
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spelling my.uitm.ir.230322019-02-28T11:55:10Z http://ir.uitm.edu.my/id/eprint/23032/ Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif Mohd Arif, Mohd Shukri Amre Macroeconomics Stock price indexes. Stock quotations Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015. Faculty of Business Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf Mohd Arif, Mohd Shukri Amre (2017) Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif. [Student Project] (Submitted)
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 Macroeconomics
Stock price indexes. Stock quotations
spellingShingle Macroeconomics
Stock price indexes. Stock quotations
Mohd Arif, Mohd Shukri Amre
Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
description Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015.
format Student Project
author Mohd Arif, Mohd Shukri Amre
author_facet Mohd Arif, Mohd Shukri Amre
author_sort Mohd Arif, Mohd Shukri Amre
title Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_short Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_full Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_fullStr Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_full_unstemmed Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
title_sort determinants of stock market return: the case of emerging countries / mohd shukri amre mohd arif
publisher Faculty of Business Management
publishDate 2017
url http://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf
http://ir.uitm.edu.my/id/eprint/23032/
_version_ 1685649684574502912
score 13.211869

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