Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan

The study was aimed to examine the nexus between macroeconomics variables and stock market returns on Malaysia and Singapore. Variations in macroeconomics variables affect the performance of stock market. Stock market returns are not fixed as it may vary from time to time. It may be positive or nega...

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Bibliographic Details
Main Author:	JAMIAHAN, AMIRAH
Format:	Student Project
Language:	English
Published:	Faculty of Business Management 2017
Subjects:	Macroeconomics Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/23028/ http://ir.uitm.edu.my/id/eprint/23028/3/PPb_AMIRAH%20JAMIAHAN%20J%20BM17_5%20PAGES.pdf

id	uitm-23028
recordtype	eprints
spelling	uitm-230282019-04-07T08:05:44Z http://ir.uitm.edu.my/id/eprint/23028/ Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan JAMIAHAN, AMIRAH Macroeconomics Stock price indexes. Stock quotations The study was aimed to examine the nexus between macroeconomics variables and stock market returns on Malaysia and Singapore. Variations in macroeconomics variables affect the performance of stock market. Stock market returns are not fixed as it may vary from time to time. It may be positive or negative. The macroeconomics variables consist of money supply, exchange rate and consumer price index. The study was conducted using monthly basis data from 1991 until 2016. Time-series data analysis was used to determine whether there was a statistically significant relationship between stock market returns and money supply, exchange rate and consumer price index. The data are then analyses using Econometric Views (Eviews). This study used Ordinary Least Square (OLS) method to compute the statistical result. Faculty of Business Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23028/3/PPb_AMIRAH%20JAMIAHAN%20J%20BM17_5%20PAGES.pdf JAMIAHAN, AMIRAH (2017) Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan. [Student Project] (Submitted)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Macroeconomics Stock price indexes. Stock quotations
spellingShingle	Macroeconomics Stock price indexes. Stock quotations JAMIAHAN, AMIRAH Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
description	The study was aimed to examine the nexus between macroeconomics variables and stock market returns on Malaysia and Singapore. Variations in macroeconomics variables affect the performance of stock market. Stock market returns are not fixed as it may vary from time to time. It may be positive or negative. The macroeconomics variables consist of money supply, exchange rate and consumer price index. The study was conducted using monthly basis data from 1991 until 2016. Time-series data analysis was used to determine whether there was a statistically significant relationship between stock market returns and money supply, exchange rate and consumer price index. The data are then analyses using Econometric Views (Eviews). This study used Ordinary Least Square (OLS) method to compute the statistical result.
format	Student Project
author	JAMIAHAN, AMIRAH
author_facet	JAMIAHAN, AMIRAH
author_sort	JAMIAHAN, AMIRAH
title	Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
title_short	Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
title_full	Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
title_fullStr	Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
title_full_unstemmed	Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
title_sort	determinants of macroeconomic variables effect stock market return: empirical evidence from malaysia and singapore / amirah jamiahan
publisher	Faculty of Business Management
publishDate	2017
url	http://ir.uitm.edu.my/id/eprint/23028/ http://ir.uitm.edu.my/id/eprint/23028/3/PPb_AMIRAH%20JAMIAHAN%20J%20BM17_5%20PAGES.pdf
first_indexed	2023-09-18T23:09:56Z
last_indexed	2023-09-18T23:09:56Z
_version_	1777418733958987776

Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan

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