Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi

The main of objective of this study to investigate the relationship between macroeconomic variables which consist of Exchange Rate, Money Supply and Gross Domestic Product towards the stock market in Malaysia that represent by FTSE Bursa Malaysia KLCI index. The study employed Multiple Linear Regres...

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Main Author: Noor Azizi, Noor Azida
Format: Student Project
Language:English
Published: Faculty of Business and Management 2018
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/21595/1/PPb_NOOR%20AZIDA%20NOOR%20AZIZI%20M%20BM%2018_5.pdf
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author Noor Azizi, Noor Azida
author_facet Noor Azizi, Noor Azida
author_sort Noor Azizi, Noor Azida
collection UITM
description The main of objective of this study to investigate the relationship between macroeconomic variables which consist of Exchange Rate, Money Supply and Gross Domestic Product towards the stock market in Malaysia that represent by FTSE Bursa Malaysia KLCI index. The study employed Multiple Linear Regression in order to find the relationships among independent variables and dependent variable. The data is collected from year 1987 until 2017 and it is conduct in yearly basis which is 30 years observations. From the result, it reveals that Money Supply has a positive insignificant relationship towards stock market (FTSE Bursa Malaysia KLCI). While Gross Domestic Product found significantly positive relationship towards stock market performance in Malaysia and Exchange Rate found significantly negative relationship between stock market performances in Malaysia. These results give additional understanding of the relationship between the macroeconomic variables and FTSE Bursa Malaysia KLCI plus it might also to be helpful for the speculator, regulator and investor.
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spelling uitm.eprints-15952018-11-14T09:21:31Z https://ir.uitm.edu.my/id/eprint/21595/ Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi Noor Azizi, Noor Azida Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE Malaysia The main of objective of this study to investigate the relationship between macroeconomic variables which consist of Exchange Rate, Money Supply and Gross Domestic Product towards the stock market in Malaysia that represent by FTSE Bursa Malaysia KLCI index. The study employed Multiple Linear Regression in order to find the relationships among independent variables and dependent variable. The data is collected from year 1987 until 2017 and it is conduct in yearly basis which is 30 years observations. From the result, it reveals that Money Supply has a positive insignificant relationship towards stock market (FTSE Bursa Malaysia KLCI). While Gross Domestic Product found significantly positive relationship towards stock market performance in Malaysia and Exchange Rate found significantly negative relationship between stock market performances in Malaysia. These results give additional understanding of the relationship between the macroeconomic variables and FTSE Bursa Malaysia KLCI plus it might also to be helpful for the speculator, regulator and investor. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/21595/1/PPb_NOOR%20AZIDA%20NOOR%20AZIZI%20M%20BM%2018_5.pdf Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi. (2018) [Student Project] <http://terminalib.uitm.edu.my/21595.pdf> (Unpublished)
spellingShingle Macroeconomics
Stock price indexes. Stock quotations
Kuala Lumpur. KLSE
Malaysia
Noor Azizi, Noor Azida
Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title_full Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title_fullStr Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title_full_unstemmed Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title_short Antecedents of stock market performance in Malaysia from macroeconomics perspectives / Noor Azida Noor Azizi
title_sort antecedents of stock market performance in malaysia from macroeconomics perspectives noor azida noor azizi
topic Macroeconomics
Stock price indexes. Stock quotations
Kuala Lumpur. KLSE
Malaysia
url https://ir.uitm.edu.my/id/eprint/21595/1/PPb_NOOR%20AZIDA%20NOOR%20AZIZI%20M%20BM%2018_5.pdf
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