Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli

Rosli, Nur Syuhadah (2019) Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli. [Student Project] (Unpublished)

Download

[thumbnail of PPb_NUR SYUHADAH ROSLI  BM M 19_5.pdf] Text
PPb_NUR SYUHADAH ROSLI BM M 19_5.pdf

Download (892kB)

Abstract

The study has been conducted to determine whether the macroeconomic variables give impact towards stock market returns in Malaysia from 2007 to 2018 which contains quarterly data set of 47 observation. The trend for FTSE KLCI has been fluctuated since Global Financial Crisis 2008. The primary objective of this research is to investigate the relationship between macroeconomic variables which are interest rate (INT), inflation rate (INF), exchange rate (EXC) , Gross Domestic Product (GDP) and crude oil price (COP) towards stock market returns. The study employed Unit Root Test, Multiple Linear Regression, descriptive analysis, diagnostic test and multicollinearity test. In conclusion, according to the result that use normal logarithm to convert all the raw data form, by using multiple regression method it reveals that INT, EXC, COP and GDP have significant relationship with the stock market return in Malaysia.

Metadata

Item Type: Student Project
Creators:
Creators
Email
Rosli, Nur Syuhadah
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Item ID: 25958
Uncontrolled Keywords: Macroeconomic; Stock market returns; FTSE KLCI
URI: https://ir.uitm.edu.my/id/eprint/25958

Fulltext

Fulltext is available at:
  • Library Terminal Workstation (Digital Format) - Accessible via UiTM Libraries
  • ID Number

    25958

    Indexing


    View in Google Scholar

    Edit Item
    Edit Item