Macroeconomic variables toward Malaysia stock market / Norashikin Lajis

Lajis, Norashikin (2018) Macroeconomic variables toward Malaysia stock market / Norashikin Lajis. [Student Project] (Submitted)

Abstract

This research examines the effect of selective variables on the Malaysian stock market performance from Q1 2008 to Q3 2017. From the 39 data observations, this research applied several empirical tests to determine the impact of selective variables on stock market performance. Based on the result obtain, exchange rate, oil price and inflation are found to have significant relationship with KLCI except for interest rate is insignificant. Inflation and oil price has the positive relationship with Malaysian stock market performance, while exchange rate and interest has the negative relationship with Malaysian stock market performance. The most variable affecting the performance of KLCI is inflation rate. The Normality Jarque-Bera (JB) Test showed that the error terms are not normally distributed and the model is insignificant at 10% significance level. Result from unit root test indicated that all variables are stationary at first difference

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Lajis, Norashikin 2015140599
Contributors:	Contribution Name Email / ID Num. Advisor Harun, Hazalinda UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons.) Finance (BA242)
Keywords:	Macroeconomic variables; Malaysia stock market; Stock market performance
Date:	2018
URI:	https://ir.uitm.edu.my/id/eprint/91487