The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at

Sa'at, Mohamad Hisyam (2018) The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at. [Student Project] (Submitted)

Abstract

This research focuses on analyse factor effect stock market performance in Malaysia. The objectives of the research are to identify the relationship between independent variables such as exchange rate, inflation rate, oil price, and U.S stock market performance towards Malaysian stock market performance. The data observation data are collected for 19 observations of yearly data from 1998 to 2016 and using time series data. The data has been analysed by using Ordinary Least Square regression in Eviews 10 to do multiple regression, correlation analysis and test on assumption such as normality test, autocorrelation test, heteroskedasticity test, variance inflation factor and Ramsey's regression specification error test. The results conclude that exchange rate, crude oil price and U.S. stock market performance have a significant positive relationship respectively towards Malaysian stock market performance. Besides that, the researcher cannot add inflation proxy into equation because inflation rate has high correlation analysis with Malaysian stock performance. So, the researcher have to eliminate the inflation rate in order to determinant the Malaysia stock market performance.

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Item Type: Student Project
Creators:
Creators
Email / ID Num.
Sa'at, Mohamad Hisyam
2016629498
Contributors:
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UNSPECIFIED
UNSPECIFIED
Subjects: 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 Administrations (Finance)
Keywords: Stock market, UiTM Cawangan Johor
Date: 2018
URI: https://ir.uitm.edu.my/id/eprint/32358
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