The determinant of stock market via macroeconomic variable evidence from Malaysia / Nurul Syuhada Mohamad Nazir

This study explores the interaction between stock market return toward some key elements in macroeconomic variable which is interest rate and gross domestic product for the case in Malaysia. Apart from that, this study wants to know about the stock market return in Malaysia is a very sensitive or no...

Full description

Saved in:
Bibliographic Details
Main Author: Mohamad Nazir, Nurul Syuhada
Format: Student Project
Language:en
Published: 2016
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/70554/1/70554.pdf
https://ir.uitm.edu.my/id/eprint/70554/
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This study explores the interaction between stock market return toward some key elements in macroeconomic variable which is interest rate and gross domestic product for the case in Malaysia. Apart from that, this study wants to know about the stock market return in Malaysia is a very sensitive or not toward the changes in the macroeconomic variables that have been chosen. Besides, in this study, it will explain to the cointegrating relationship between the variable in a long run relationship or not. Furthermore, in this study the main highlights that Malaysian stock market has any interaction with interest rate and gross domestic product.