The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan

Muhamad Harzan, Muhammad Ammar (2018) The determinants of Malaysian stock market performance / Muhammad Ammar Muhamad Harzan. Degree thesis, UiTM Cawangan Johor.

Abstract

This research examines the effect of selective variables on the Malaysian stock market performance from 1980 to 2016. From the 36 yearly data observations, this research applied several empirical tests to determine the impact of selective variables on stock market performance. From the empirical test, exchange rate, foreign direct investment has the positive relationship with Malaysian stock market performance, while consumer price index, industrial production index and money supply has the negative relationship with Malaysian stock market performance. The Normality Jarque-Bera (JB) Test showed that the error terms are normally distributed and the model is significant at 5% significance level. Lastly, result from unit root test indicated that all variables is station at level and first difference while other variables are stationary at first difference.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Muhamad Harzan, Muhammad Ammar
2016653446
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Ismail, Noor Izah (Prof. Madya)
UNSPECIFIED
Thesis advisor
Shamsuddin, Shukri (Prof. Madya)
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Money supply
H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates
H Social Sciences > HG Finance > Investment, capital formation, speculation > Foreign investments. Country risk
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: Faculty of Business Management
Keywords: Consumer price index; industrial production index; money supply
Date: June 2018
URI: https://ir.uitm.edu.my/id/eprint/61249
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