Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah

Alam Shah, Nur Fatin Aqila (2020) Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah. [Student Project] (Unpublished)

Abstract

The study has been examined the impacts of macroeconomic variables on stock market return in Malaysia: FTSE KLCI using the quarterly data from Q1 2008 to Q4 2018 which contains the total of 41 observations. More specifically, this study aims to investigate the current literature reviews by including the CPI, EXR, INT, COP and MON towards to the stock market return in Malaysia: FTSE KLCI. Furthermore, this study applied several empirical tests such as unit root test, normality test, descriptive statistics, multicollinearity test, autocorrelation test and multiple linear regression models. In conclusion, the result obtained from multiple linear regression shows that EXR, INT, COP and MON have significant and positive relationship while CPI has negative and insignificant relationship with the stock market return in Malaysia: FTSE KLCI.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Alam Shah, Nur Fatin Aqila
UNSPECIFIED
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Abu Yazid, Zarinah
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
H Social Sciences > HG Finance > Investment, capital formation, speculation
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Finance (BA242)
Keywords: Macroeconomic variables; Stock market return; FTSE KLCI
Date: 2020
URI: https://ir.uitm.edu.my/id/eprint/28538
Edit Item
Edit Item

Download

[thumbnail of PPb_NUR FATIN AQILA ALAM SHAH BM M 20_5.pdf] Text
PPb_NUR FATIN AQILA ALAM SHAH BM M 20_5.pdf

Download (432kB)

Digital Copy

Digital (fulltext) is available at:

Physical Copy

Physical status and holdings:
Item Status:

ID Number

28538

Indexing

Statistic

Statistic details