The relationship between macroeconomic variables and the performance of Malaysia market / Nur Asilah Nurazizi

This study examines the relationship between three (3) macroeconomic factors, namely oil price, exchange rate and money supply and the Kuala Lumpur Composite Index Stock Market Return, monthly from January' 1997 to December 20 15. Multiple Linear Regression was used to explore the statistical r...

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Bibliographic Details
Main Author: Nurazizi, Nur Asilah
Format: Thesis
Language:English
Published: 2022
Online Access:https://ir.uitm.edu.my/id/eprint/99797/2/99797.pdf
https://ir.uitm.edu.my/id/eprint/99797/
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Summary:This study examines the relationship between three (3) macroeconomic factors, namely oil price, exchange rate and money supply and the Kuala Lumpur Composite Index Stock Market Return, monthly from January' 1997 to December 20 15. Multiple Linear Regression was used to explore the statistical relationship and evaluate the hypotheses Ln this paper. EViews were used to examine the data. The findings of this study shows that oil price, exchange rate and money supply significantly have a relationship with the return on KLCI stock market. Key words: exchange rate, Kuala Lumpur Composite Index stock market return. money supply and oil price