Factors affecting the performance of stock market: before COVID-19 and during COVID-19 / Nurnabilah Mohamad Sekak

The Covid-19 pandemic appears to be the most significant phenomenon to all countries in the beginning of March 2020. The need to prevent the spread of Covid-19 and maintain the efficiency of health-care systems necessitated a forced as well as drastic limitation needs to be done for economic activities. Many industries were impacted. Not to forget, the pandemic also had a significant impact on stock markets and it is proved by the performance of stock market. Thus, this study meant to investigate the factors that effecting the performance of stock market which is before Covid-19 and during Covid-19. The current research paper investigates the relationship between FTSE4Good Bursa Malaysia and four selected macroeconomic variables namely Crude price oil, Interest rate, Exchange rate and Interest rate. The research consists of 71 monthly observations from the period of January 2016 to November 2021 and it will be divided in two different period which is before Covid-19 and during Covid-19. In this research, descriptive analysis, correlation analysis, regression analysis, multicollinearity test and normality test were performed. In the end, the researcher can conclude that Crude price oil (CPO), Exchange Rate (EXR) and Inflation rate (IFR) have significant impact to FTSE4Good Bursa Malaysia.