The determinant of stock market via macroeconomic variable evidence from Malaysia / Nurul Syuhada Mohamad Nazir

Mohamad Nazir, Nurul Syuhada (2016) The determinant of stock market via macroeconomic variable evidence from Malaysia / Nurul Syuhada Mohamad Nazir. [Student Project] (Unpublished)

Abstract

This study explores the interaction between stock market return toward some key elements in macroeconomic variable which is interest rate and gross domestic product for the case in Malaysia. Apart from that, this study wants to know about the stock market return in Malaysia is a very sensitive or not toward the changes in the macroeconomic variables that have been chosen. Besides, in this study, it will explain to the cointegrating relationship between the variable in a long run relationship or not. Furthermore, in this study the main highlights that Malaysian stock market has any interaction with interest rate and gross domestic product.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mohamad Nazir, Nurul Syuhada 2013830328
Contributors:	Contribution Name Email / ID Num. Advisor Harbi, Anastasiah anastasiah026@uitm.edu.my
Subjects:	H Social Sciences > HB Economic Theory. Demography > Economics H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HC Economic History and Conditions > Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Macroeconomic variable, interest rate, gross domestic product
Date:	2016
URI:	https://ir.uitm.edu.my/id/eprint/70554