Factors that affect stock market performance in Malaysia / Siti Farah Faezah Rafizuddin

Rafizuddin, Siti Farah Faezah (2022) Factors that affect stock market performance in Malaysia / Siti Farah Faezah Rafizuddin. Degree thesis, Universiti Teknologi MARA, Johor.

Abstract

This study aims to investigate the link between the variables that influence Malaysian stock market performance, such as the Exchange Rate, Crude Oil Price, Foreign Direct Investment, and Interest Rate, and Malaysian stock market performance. Multiple Linear Regression will be utilized to find the correlations between independent and dependent variables. The stock market is an essential component of the economy since it contributes significantly to the expansion of major economic sectors. The stock market plays an important function not only for the industry but also for the investor who wishes to maximize his return on investment. On the other hand, we are aware that the growth of a nation is tightly tied to its economy, which comprises a number of characteristics such as GDP, Foreign Direct Investment, Exchange rate, Inflation, Interest rate, and Money supply. These factors are the pillars of any economy. Changes in economic fundamentals and expectations of their future prospects impact stock price variations. This study is based on secondary data, including data for the Dependent Variable and Independent Variable. In this study, Eviews is utilized to analyze the data and quantify the outcomes. There is first a Multicollinearity Test. Then, the Normality Test follows. The researcher next applies the Correlation Analysis. The researcher concludes with a Multiple Linear Regression that contains R-squared (Coefficient of determination), Adjusted R-squared, F-statistic, and T-statistic. This study will employ longitudinal studies, or studies conducted over time, as its methodology. This is accomplished by analyzing the same condition repeatedly or continuously over the period in which the problem runs its course. The data collected is based on thirty years of observation from 1990 to 2020, covering the elements that influence the performance of the Malaysian stock market.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Rafizuddin, Siti Farah Faezah
2019253468
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Mohd Hasan Abdullah, Norhasniza
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons) Investment Management
Keywords: Exchange rate; crude oil price; foreign direct investment; interest rate; Malaysian stock market
Date: 2022
URI: https://ir.uitm.edu.my/id/eprint/98256
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