The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen
This study intends to examines the effect of the oil price to the stock market performance of Malaysia from January 2005 to December 2015. The data consists of a monthly data set of 120 observations. Where this study use Ordinary Least Square (OLS) method in determine the relationship of the variabl...
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| Language: | English |
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2017
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| Online Access: | https://ir.uitm.edu.my/id/eprint/74492/1/74492.pdf https://ir.uitm.edu.my/id/eprint/74492/ |
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my.uitm.ir.744922023-03-15T02:25:59Z https://ir.uitm.edu.my/id/eprint/74492/ The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen Stephen, Allora Alisa Demona Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Oil-bearing plants. Wax plants This study intends to examines the effect of the oil price to the stock market performance of Malaysia from January 2005 to December 2015. The data consists of a monthly data set of 120 observations. Where this study use Ordinary Least Square (OLS) method in determine the relationship of the variables. Meanwhile, the diagnostic testing shows that there is no multicollinearity problem. However, there is existence of heteroskedasticity and serial correlation problem in multiple regression model. Apart from that, there is a consistent relationship of this study by using the theory of Efficient Market Theory and Arbitrage Pricing Theory. 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/74492/1/74492.pdf The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen. (2017) [Student Project] (Unpublished) |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 |
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| url_provider |
http://ir.uitm.edu.my/ |
| language |
English |
| topic |
Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Oil-bearing plants. Wax plants |
| spellingShingle |
Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Oil-bearing plants. Wax plants Stephen, Allora Alisa Demona The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| description |
This study intends to examines the effect of the oil price to the stock market performance of Malaysia from January 2005 to December 2015. The data consists of a monthly data set of 120 observations. Where this study use Ordinary Least Square (OLS) method in determine the relationship of the variables. Meanwhile, the diagnostic testing shows that there is no multicollinearity problem. However, there is existence of heteroskedasticity and serial correlation problem in multiple regression model. Apart from that, there is a consistent relationship of this study by using the theory of Efficient Market Theory and Arbitrage Pricing Theory. |
| format |
Student Project |
| author |
Stephen, Allora Alisa Demona |
| author_facet |
Stephen, Allora Alisa Demona |
| author_sort |
Stephen, Allora Alisa Demona |
| title |
The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| title_short |
The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| title_full |
The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| title_fullStr |
The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| title_full_unstemmed |
The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen |
| title_sort |
impact of oil price towards malaysian stock market's performance / allora alisa demona stephen |
| publishDate |
2017 |
| url |
https://ir.uitm.edu.my/id/eprint/74492/1/74492.pdf https://ir.uitm.edu.my/id/eprint/74492/ |
| _version_ |
1761622366919589888 |
| score |
13.211869 |