Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah

The study has been examined the impacts of macroeconomic variables on stock market return in Malaysia: FTSE KLCI using the quarterly data from Q1 2008 to Q4 2018 which contains the total of 41 observations. More specifically, this study aims to investigate the current literature reviews by including...

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Main Author:	Alam Shah, Nur Fatin Aqila
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2020
Subjects:	Macroeconomics Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Kuala Lumpur. KLSE
Online Access:	http://ir.uitm.edu.my/id/eprint/28538/ http://ir.uitm.edu.my/id/eprint/28538/1/PPb_NUR%20FATIN%20AQILA%20ALAM%20SHAH%20BM%20M%2020_5.pdf

id	uitm-28538
recordtype	eprints
spelling	uitm-285382020-02-28T07:59:15Z http://ir.uitm.edu.my/id/eprint/28538/ Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah Alam Shah, Nur Fatin Aqila Macroeconomics Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Kuala Lumpur. KLSE The study has been examined the impacts of macroeconomic variables on stock market return in Malaysia: FTSE KLCI using the quarterly data from Q1 2008 to Q4 2018 which contains the total of 41 observations. More specifically, this study aims to investigate the current literature reviews by including the CPI, EXR, INT, COP and MON towards to the stock market return in Malaysia: FTSE KLCI. Furthermore, this study applied several empirical tests such as unit root test, normality test, descriptive statistics, multicollinearity test, autocorrelation test and multiple linear regression models. In conclusion, the result obtained from multiple linear regression shows that EXR, INT, COP and MON have significant and positive relationship while CPI has negative and insignificant relationship with the stock market return in Malaysia: FTSE KLCI. Faculty of Business and Management 2020 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/28538/1/PPb_NUR%20FATIN%20AQILA%20ALAM%20SHAH%20BM%20M%2020_5.pdf Alam Shah, Nur Fatin Aqila (2020) Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah. [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 Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Kuala Lumpur. KLSE
spellingShingle	Macroeconomics Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Kuala Lumpur. KLSE Alam Shah, Nur Fatin Aqila Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
description	The study has been examined the impacts of macroeconomic variables on stock market return in Malaysia: FTSE KLCI using the quarterly data from Q1 2008 to Q4 2018 which contains the total of 41 observations. More specifically, this study aims to investigate the current literature reviews by including the CPI, EXR, INT, COP and MON towards to the stock market return in Malaysia: FTSE KLCI. Furthermore, this study applied several empirical tests such as unit root test, normality test, descriptive statistics, multicollinearity test, autocorrelation test and multiple linear regression models. In conclusion, the result obtained from multiple linear regression shows that EXR, INT, COP and MON have significant and positive relationship while CPI has negative and insignificant relationship with the stock market return in Malaysia: FTSE KLCI.
format	Student Project
author	Alam Shah, Nur Fatin Aqila
author_facet	Alam Shah, Nur Fatin Aqila
author_sort	Alam Shah, Nur Fatin Aqila
title	Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
title_short	Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
title_full	Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
title_fullStr	Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
title_full_unstemmed	Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah
title_sort	determinants of macroeconomic variables on stock market return in malaysia: ftse klci / nur fatin aqila alam shah
publisher	Faculty of Business and Management
publishDate	2020
url	http://ir.uitm.edu.my/id/eprint/28538/ http://ir.uitm.edu.my/id/eprint/28538/1/PPb_NUR%20FATIN%20AQILA%20ALAM%20SHAH%20BM%20M%2020_5.pdf
first_indexed	2023-09-18T23:20:28Z
last_indexed	2023-09-18T23:20:28Z
_version_	1777419397065867264

Determinants of macroeconomic variables on stock market return in Malaysia: FTSE KLCI / Nur Fatin Aqila Alam Shah

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