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

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 object...

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Bibliographic Details
Main Author:	Rosli, Nur Syuhadah
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2019
Subjects:	Macroeconomics Stock exchanges. Insider trading in securities Kuala Lumpur. KLSE
Online Access:	http://ir.uitm.edu.my/id/eprint/25958/ http://ir.uitm.edu.my/id/eprint/25958/1/PPb_NUR%20SYUHADAH%20ROSLI%20%20BM%20M%2019_5.pdf

id	uitm-25958
recordtype	eprints
spelling	uitm-259582019-10-25T02:12:18Z http://ir.uitm.edu.my/id/eprint/25958/ Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli Rosli, Nur Syuhadah Macroeconomics Stock exchanges. Insider trading in securities Kuala Lumpur. KLSE 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. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25958/1/PPb_NUR%20SYUHADAH%20ROSLI%20%20BM%20M%2019_5.pdf Rosli, Nur Syuhadah (2019) Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Macroeconomics Stock exchanges. Insider trading in securities Kuala Lumpur. KLSE
spellingShingle	Macroeconomics Stock exchanges. Insider trading in securities Kuala Lumpur. KLSE Rosli, Nur Syuhadah Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
description	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.
format	Student Project
author	Rosli, Nur Syuhadah
author_facet	Rosli, Nur Syuhadah
author_sort	Rosli, Nur Syuhadah
title	Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
title_short	Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
title_full	Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
title_fullStr	Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
title_full_unstemmed	Macroeconomic determinants of stock market returns in Malaysia: evidence from FTSE KLCI / Nur Syuhadah Rosli
title_sort	macroeconomic determinants of stock market returns in malaysia: evidence from ftse klci / nur syuhadah rosli
publisher	Faculty of Business and Management
publishDate	2019
url	http://ir.uitm.edu.my/id/eprint/25958/ http://ir.uitm.edu.my/id/eprint/25958/1/PPb_NUR%20SYUHADAH%20ROSLI%20%20BM%20M%2019_5.pdf
first_indexed	2023-09-18T23:15:51Z
last_indexed	2023-09-18T23:15:51Z
_version_	1777419106363899904

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

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