Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland

Rosland, Ahmad Ikhwan (2022) Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland. Degree thesis, Universiti Teknologi MARA, Johor.

Abstract

The target in this study is to know the relationship and effect of factors including macroeconomic factors as independent variables which can influence the volatility of share price in Malaysian stock market. There is four (4) independent variables that will be studied in this for 6 companies with the data and statistic for five (5) years from 2016 to 2020. Share price volatility is chosen to be the independent variable and four independent variables which is interest rate (INT), foreign exchange rate (FRX), inflation rate (INF) and also dividend payout ratio (DPR). All result in this study is examined using time series data analysis using E VIEWS 12 to analyse the data.

Metadata

Item Type:	Thesis (Degree)
Creators:	Creators Email / ID Num. Rosland, Ahmad Ikhwan 2020958249
Contributors:	Contribution Name Email / ID Num. Thesis advisor Ya'acob, Fatin Farazh UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Investment Management
Keywords:	Share price volatility; interest rate; inflation rate; foreign exchange rate
Date:	February 2022
URI:	https://ir.uitm.edu.my/id/eprint/102063