Research on relationship between macroeconomic variables with technology stock market performance in Malaysia / Ahmad Faiz Mahmud

Mahmud, Ahmad Faiz (2022) Research on relationship between macroeconomic variables with technology stock market performance in Malaysia / Ahmad Faiz Mahmud. Degree thesis, Universiti Teknologi MARA, Johor.
Abstract

Using standard and well accepted methods of cointegration and vector autoregression, this paper examines the dynamic linkages between stock market performance and four macroeconomic variables in the case of Malaysia. Empirical findings indicate the presence of a long run relationship between these variables and stock market performance, as well as significant short run interactions among them. Documents positive short run and long run relationships between stock market performance and macroeconomic variables in particular. Macroeconomic variables play such a crucial rote for investor and traders when it comes to making investment decision in the stock market. Therefore, this study is to find out the relationship between macroeconomic variables with technology stock market in Malaysia and will be using secondary data. This study also will be using ten (10) years period and five (5) listed technology companies in Bursa Malaysia. This study will be using E-views to run all the collected data in order to have the perfect finding. There will be four (4) independent variables and one (1) dependent variable. The expected finding for this study will be shown during the entire process.

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