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DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA

The study investigate the interaction between stock return, inflation rate, money supply, industrial production and oil price in finance sector and trading & service sector in Malaysia. The time period start from January 1998 to December 2010. The test that are conducted in the study included A...

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Main Author: Chee, Pauline
Format: Final Year Project Report
Language:English
Published: Universiti Malaysia Sarawak, UNIMAS 2011
Subjects:
HC Economic History and Conditions
HJ Public Finance
Online Access:http://ir.unimas.my/id/eprint/7642/8/Pauline%20Chee%20ft.pdf
http://ir.unimas.my/id/eprint/7642/
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spelling my.unimas.ir.76422023-11-22T02:59:01Z http://ir.unimas.my/id/eprint/7642/ DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA Chee, Pauline HC Economic History and Conditions HJ Public Finance The study investigate the interaction between stock return, inflation rate, money supply, industrial production and oil price in finance sector and trading & service sector in Malaysia. The time period start from January 1998 to December 2010. The test that are conducted in the study included Augmented Dickey-Fuller (ADF) unit root test , Phillip-Perron(PP) unit root test, Johansen and Juselius cointegration test, VECM granger causality test and Granger Causality test. The finding are: first, the long run cointegration exist in sector and trading & service sector. Secondly, there is short run relationship between money supply and stock return for finance sector. Thirdly, the oil price and inflation rate has impact on stock return for trading & service sector in short time period. Fourth, the stock return for sector will behave differently in economics condition. The policy recommendation have discussed in the study. Universiti Malaysia Sarawak, UNIMAS 2011 Final Year Project Report NonPeerReviewed text en http://ir.unimas.my/id/eprint/7642/8/Pauline%20Chee%20ft.pdf Chee, Pauline (2011) DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA. [Final Year Project Report] (Unpublished)
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic HC Economic History and Conditions
HJ Public Finance
spellingShingle HC Economic History and Conditions
HJ Public Finance
Chee, Pauline
DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
description The study investigate the interaction between stock return, inflation rate, money supply, industrial production and oil price in finance sector and trading & service sector in Malaysia. The time period start from January 1998 to December 2010. The test that are conducted in the study included Augmented Dickey-Fuller (ADF) unit root test , Phillip-Perron(PP) unit root test, Johansen and Juselius cointegration test, VECM granger causality test and Granger Causality test. The finding are: first, the long run cointegration exist in sector and trading & service sector. Secondly, there is short run relationship between money supply and stock return for finance sector. Thirdly, the oil price and inflation rate has impact on stock return for trading & service sector in short time period. Fourth, the stock return for sector will behave differently in economics condition. The policy recommendation have discussed in the study.
format Final Year Project Report
author Chee, Pauline
author_facet Chee, Pauline
author_sort Chee, Pauline
title DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
title_short DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
title_full DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
title_fullStr DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
title_full_unstemmed DETERMINATION MACROECONOMICS VARIABLES AND STOCK RETURN A CASE OF FINANCE SECTOR AND TRADING & SERVICE SECTOR IN MALAYSIA
title_sort determination macroeconomics variables and stock return a case of finance sector and trading & service sector in malaysia
publisher Universiti Malaysia Sarawak, UNIMAS
publishDate 2011
url http://ir.unimas.my/id/eprint/7642/8/Pauline%20Chee%20ft.pdf
http://ir.unimas.my/id/eprint/7642/
_version_ 1783883466696294400
score 13.211869

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