Determinant of stock market return in Malaysia / Mohd Hambali Dariman

Dariman, Mohd Hambali (2016) Determinant of stock market return in Malaysia / Mohd Hambali Dariman. [Student Project] (Submitted)

Abstract

This study aims to investigate the determinant of Stock Market Return in Malaysia using a time series data with is from year 2002 – 2015 with is use quarterly date by month. The method of this study analysis used Granger Causality Test and Johansen Co-Integration Test. The study analyse the Stock Market Return for investor in Malaysia Stock Market. The result show also there is a relationship between the variable towards the KLCI with is Stock Return in term of profit towards investor.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Dariman, Mohd Hambali 2013932829
Contributors:	Contribution Name Email / ID Num. Advisor Sulong, Sumaffiatiee sumaff@uitm.edu.my Advisor Tai, Nyuk Chin tainy505@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Business Economics
Keywords:	Stock market; Exchange rate; Gross domestic product
Date:	2016
URI:	https://ir.uitm.edu.my/id/eprint/111789