Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir

Mohd Azir, Nisa Farhana (2018) Determinants of stock market performance in Malaysia / Nisa Farhana Mohd Azir. [Student Project] (Unpublished)

Abstract

Using yearly data over the period 1980 - 2016, this study examine the Malaysia Stock Market by using several macroeconomic variables which are Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply. The objectives it to examine the relationship of several macroeconomic variables with the Stock Market in Malaysia. The result founded that it is strongly indicates that all the macroeconomic variables are significantly affect the Stock Market in Malaysia. Overall, the results from the study have implications towards the policy makers and investors in terms of diversification of risks and returns. Besides, Multiple Linear Regressions Model is applied to study the relationship between explanatory variables (Exchange Rate, Inflation (CPI), Palm Oil Price, Interest Rate and the Money Supply) and explained variable (Malaysia Stock Market Performance). Empirical results show that Interest Rate and the Money Supply are positively affect KLCI. Other than that, Exchange Rate and Palm Oil Price are negatively affect the Malaysia Stock Market.

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