Staff View: Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya

Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya

For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock mark...

Full description

Saved in:

Bibliographic Details
Main Authors:	Aminuddin Shah, Anis Thuraya, Karya, Anisa Razana
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2019
Subjects:	Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/23440/1/PPb_ANIS%20THURAYA%20AMINUDDIN%20SHAH%20M%20BM%2019_5.pdf http://ir.uitm.edu.my/id/eprint/23440/
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my.uitm.ir.23440
record_format	eprints
spelling	my.uitm.ir.234402019-03-19T07:59:24Z http://ir.uitm.edu.my/id/eprint/23440/ Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya Aminuddin Shah, Anis Thuraya Karya, Anisa Razana Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock market performance in developing country namely Malaysia. More specifically, this study aims to extend the current literature reviews by including exchange rate, inflation rate, crude oil price, money supply and U.S. stock market performance in determining the relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from quarter 1 of 1992 until quarter 4 of 2017. The results conclude that exchange rate, crude oil price has significant negative relationship with Malaysian stock market performance while money supply and U.S. stock have significant positive relationship with Malaysian stock market performance. On the other hand, this research also indicates that inflation variable have an insignificant negative relationship with Malaysian stock market performance. These result would give better understanding and should be useful for further studies, policymakers and investors. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23440/1/PPb_ANIS%20THURAYA%20AMINUDDIN%20SHAH%20M%20BM%2019_5.pdf Aminuddin Shah, Anis Thuraya and Karya, Anisa Razana (2019) Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya. [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	Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations
spellingShingle	Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations Aminuddin Shah, Anis Thuraya Karya, Anisa Razana Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
description	For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock market performance in developing country namely Malaysia. More specifically, this study aims to extend the current literature reviews by including exchange rate, inflation rate, crude oil price, money supply and U.S. stock market performance in determining the relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from quarter 1 of 1992 until quarter 4 of 2017. The results conclude that exchange rate, crude oil price has significant negative relationship with Malaysian stock market performance while money supply and U.S. stock have significant positive relationship with Malaysian stock market performance. On the other hand, this research also indicates that inflation variable have an insignificant negative relationship with Malaysian stock market performance. These result would give better understanding and should be useful for further studies, policymakers and investors.
format	Student Project
author	Aminuddin Shah, Anis Thuraya Karya, Anisa Razana
author_facet	Aminuddin Shah, Anis Thuraya Karya, Anisa Razana
author_sort	Aminuddin Shah, Anis Thuraya
title	Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
title_short	Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
title_full	Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
title_fullStr	Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
title_full_unstemmed	Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
title_sort	determinants of stock market performance in malaysia / anis thuraya aminuddin shah and anisa razana karya
publisher	Faculty of Business and Management
publishDate	2019
url	http://ir.uitm.edu.my/id/eprint/23440/1/PPb_ANIS%20THURAYA%20AMINUDDIN%20SHAH%20M%20BM%2019_5.pdf http://ir.uitm.edu.my/id/eprint/23440/
_version_	1685649732747132928
score	13.211869

Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya

Similar Items