Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek

This study generally aim to see the dynamic impact between country stock return, changes in oil price and changes in gold price toward the Islamic stock return in Malaysia. This study used time series data analysis and Multiple Linear Regression Model in order to know the significant relationship be...

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Main Author: Abd Malek, Nur Amalin Sofia
Format: Student Project
Language:English
Published: Faculty of Business and Management 2018
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/28642/1/PPb_NUR%20AMALIN%20SOFIA%20ABD%20MALEK%20BM%20J%2018_5.pdf
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author Abd Malek, Nur Amalin Sofia
author_facet Abd Malek, Nur Amalin Sofia
author_sort Abd Malek, Nur Amalin Sofia
collection UITM
description This study generally aim to see the dynamic impact between country stock return, changes in oil price and changes in gold price toward the Islamic stock return in Malaysia. This study used time series data analysis and Multiple Linear Regression Model in order to know the significant relationship between the dependent variable and independent variable. The data was obtained from Bursa Malaysia, Yahoo. Finance, Investing Website and Inveslopedia website that covering monthly data for 10 years period. The data collected from January 2008 until December 2017. Thus. the sample size of this study become 120 observation. This study use three different independent variable in order to know the impact toward Islamic stock return. This independent variable are country stock return. changes in oil prices and changes in gold prices. The result of this study found that, there is significant and positive relationship between country stock return toward Islamic stock market, while oil price and gold price are insignificant toward Islamic stock market.
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spelling uitm.eprints-86422020-03-09T05:47:01Z https://ir.uitm.edu.my/id/eprint/28642/ Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek Abd Malek, Nur Amalin Sofia Stock price indexes. Stock quotations This study generally aim to see the dynamic impact between country stock return, changes in oil price and changes in gold price toward the Islamic stock return in Malaysia. This study used time series data analysis and Multiple Linear Regression Model in order to know the significant relationship between the dependent variable and independent variable. The data was obtained from Bursa Malaysia, Yahoo. Finance, Investing Website and Inveslopedia website that covering monthly data for 10 years period. The data collected from January 2008 until December 2017. Thus. the sample size of this study become 120 observation. This study use three different independent variable in order to know the impact toward Islamic stock return. This independent variable are country stock return. changes in oil prices and changes in gold prices. The result of this study found that, there is significant and positive relationship between country stock return toward Islamic stock market, while oil price and gold price are insignificant toward Islamic stock market. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/28642/1/PPb_NUR%20AMALIN%20SOFIA%20ABD%20MALEK%20BM%20J%2018_5.pdf Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek. (2018) [Student Project] (Submitted)
spellingShingle Stock price indexes. Stock quotations
Abd Malek, Nur Amalin Sofia
Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title_full Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title_fullStr Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title_full_unstemmed Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title_short Islamic stock market determinants in Malaysia / Nur Amalin Sofia Abd Malek
title_sort islamic stock market determinants in malaysia nur amalin sofia abd malek
topic Stock price indexes. Stock quotations
url https://ir.uitm.edu.my/id/eprint/28642/1/PPb_NUR%20AMALIN%20SOFIA%20ABD%20MALEK%20BM%20J%2018_5.pdf
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