The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen

Stephen, Allora Alisa Demona (2017) The impact of oil price towards Malaysian stock market's performance / Allora Alisa Demona Stephen. [Student Project] (Unpublished)

Abstract

This study intends to examines the effect of the oil price to the stock market performance of Malaysia from January 2005 to December 2015. The data consists of a monthly data set of 120 observations. Where this study use Ordinary Least Square (OLS) method in determine the relationship of the variables. Meanwhile, the diagnostic testing shows that there is no multicollinearity problem. However, there is existence of heteroskedasticity and serial correlation problem in multiple regression model. Apart from that, there is a consistent relationship of this study by using the theory of Efficient Market Theory and Arbitrage Pricing Theory.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Stephen, Allora Alisa Demona 2015827314
Contributors:	Contribution Name Email / ID Num. Advisor Rimin, Flicia flicia885@uitm.edu.my Advisor Tuyon, Jasman jasma402@uitm.edu.my Advisor Bujang, Imbarine imbar074@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations S Agriculture > SB Plant culture > Field crops > Oil-bearing plants. Wax plants
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Oil price, crude oil, stock prices, stock market return
Date:	2017
URI:	https://ir.uitm.edu.my/id/eprint/74492