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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