The determinants that affecting KLCI stock market return in Malaysia / Raja Nur Elleena Raja Azlan

Raja Azlan, Raja Nur Elleena (2022) The determinants that affecting KLCI stock market return in Malaysia / Raja Nur Elleena Raja Azlan. Degree thesis, Universiti Teknologi MARA, Johor.

Abstract

From 1990 to 2020, this study investigates the link between the Kuala Lumpur Composite Index Stock Market Return and three macroeconomic factors, comprising interest rate, exchange rate and money supply on a yearly basis with a total of 30 years. The majority of research, on the other hand, are undertaken in developed countries with huge economies, rather than emerging markets like Malaysia. As a result, the goal of this study is to expand on previous research by looking at the effect of many macroeconomic drivers on the KLCI stock market return, such as interest rate, exchange rate, and money supply. To analyse the statistical connection and test the hypotheses, this paper used several data analysis. EViews was used to analyse the data. The results showed that the interest rate and stock market return have a negative association, while the money supply and stock market return have a positive link. The association between exchange rate and stock market return has been discovered to be minimal.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Raja Azlan, Raja Nur Elleena
2020971577
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Abdul Jabar, Shahira
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Interest rates
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Investment Management
Keywords: Kuala Lumpur Composite Index; interest rate; exchange rate; money supply
Date: 2022
URI: https://ir.uitm.edu.my/id/eprint/96669
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