The effect of government policy on stock market return in Malaysia / Mohd Hafiz Andullah

Andullah, Mohd Hafiz (2019) The effect of government policy on stock market return in Malaysia / Mohd Hafiz Andullah. [Student Project] (Unpublished)

Abstract

This paper is mean to think about the dynamic association between government arrangement and the stock return evaluated by Kuala Lumpur Composite Index (KLCI) from 2011 to 2018 which contain quarterly data of 32 observations in Malaysia. This paper will use Ordinary Least Square (OLS) test to choose the important relationship of the components. In order to identify the econometric problems in the study, Multicollinearity test, Heteroscedasticity test, Sequential Relationship test and Ordinariness Appropriation test will be coordinated. To put it plainly, there were no econometric issue in this examination and simply the autonomous variable money supply and tax revenue showed to a positive significant relationship with the stock return. Conversely, government budget, interest rate and inflation rate does not have significant relationship with stock return.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Andullah, Mohd Hafiz
2016565843
Contributors:
Contribution
Name
Email / ID Num.
Advisor
Ismail, Mohd Sobre
mohdsobre091@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) Finance
Keywords: Stock market return; Money Supply; Interest rate; Budget; Inflation rate
Date: 2019
URI: https://ir.uitm.edu.my/id/eprint/117797
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