Abstract
The purpose of this research is to find the interrelation on Stock Return and Inflationary Variables in Malaysian Financial Market. The issue arises when several researchers conduct their research on this similar topic to prove the validity of Fisher hypothesis. However, they still cannot get a conclusive answer on the hypothesis mentioned earlier. Furthermore, the similar research has been well documented in developed market, thus giving motivation to conduct this research in Malaysia as this country is categorized under developing countries. To understand the factors that affect stock return in Malaysia is considered as important. In doing so. this research will investigate the long run relationship between Stock Return and its determinants: consumer price index (CPI). industrial production (IP) and money supply (MI).'The independent is chosen to prove whether these variables can affect stock return. Secondary' data collected for this research were obtained from several reliable platform such as Thompson Reuters, The Department of Statistic Malaysia, Bank Negara Malaysia World Bank, and Bursa Malaysia for 30 years from 1990 until 2020. The aim of investigating this research is to focus on descriptive analysis, correlation, regression and to test assumptions. Gross domestic product is chosen as an improvement for this research to address other economic forces.
Metadata
Item Type: | Thesis (Degree) |
---|---|
Creators: | Creators Email / ID Num. Mohd Fahruzi, Nurani Syazwani 2020963799 |
Contributors: | Contribution Name Email / ID Num. Thesis advisor Abd Ghani, Rosmah UNSPECIFIED Thesis advisor Mohd Yusoff, Yuslizawati UNSPECIFIED |
Subjects: | H Social Sciences > HG Finance > Malaysia H Social Sciences > HG Finance > Financial management. Business finance. Corporation finance > Dividends. Stock dividends. Dividend reinvestment |
Divisions: | Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management |
Programme: | Bachelor of Business Administration (Hons) Investment Management |
Keywords: | Stock return; Inflation; Malaysian financial market |
Date: | 2022 |
URI: | https://ir.uitm.edu.my/id/eprint/96357 |
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