The relationship between oil price and stock market return / Nur Hidayah Md Yusof

Md Yusof, Nur Hidayah (2011) The relationship between oil price and stock market return / Nur Hidayah Md Yusof. [Student Project] (Unpublished)

Abstract

Previous research has been conducted in order to investigate the relationship between macroeconomic variables and emerging stock market return in literatures such as Sadorsky (2006). This study tries to analyse the relationship between oil price and stock market return in Malaysia. In a business anything done financially affects cash eventually. The objectives for this study s to investigate the relationship between the oil price and stock market return. The data of crude oil price and stock market return range from year 2006 until year 2010, and the data were derived from software Data Stream and Bank Negara. The result of simple regression analysis showed that, there is a positive relationship between crude oil price and stock market return.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Md Yusof, Nur Hidayah UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HF Commerce > Commodities. Commercial products. Generic products H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Keywords:	Oil price; Stock market return; Macroeconomic
Date:	2011
URI:	https://ir.uitm.edu.my/id/eprint/26044