Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif
Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and m...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business Management
2017
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/23032/ |
| _version_ | 1848805646522122240 |
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| author | Mohd Arif, Mohd Shukri Amre |
| author_facet | Mohd Arif, Mohd Shukri Amre |
| author_sort | Mohd Arif, Mohd Shukri Amre |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research
which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive
significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and
Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015. |
| first_indexed | 2025-11-14T22:14:21Z |
| format | Student Project |
| id | uitm-23032 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:14:21Z |
| publishDate | 2017 |
| publisher | Faculty of Business Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-230322019-02-28T11:55:10Z https://ir.uitm.edu.my/id/eprint/23032/ Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif Mohd Arif, Mohd Shukri Amre Macroeconomics Stock price indexes. Stock quotations Macroeconomic variables play an important role in the performance of stock market returns. Numerous studies document that there are link between macroeconomic variables and equity returns. It is found that changes in the macroeconomic environment affect the price of share. Stock market returns and macroeconomic variables, investors might guess how stock market behaved if macroeconomic indicators such as exchange rate, industrial productions, interest rate, and money supply fluctuate. This research will focus on developing or emerging countries on how their stock price been influences by macroeconomics variables. There are five macroeconomics variables uses in this research which are Exchange Rate, Gross Domestic Product (GDP), Inflation Rate, Interest Rate and Money Supply. The findings indicate there are two variables that having positive significant relationship between independent variables and dependent variables. The two variables significantly related to the stock market are Gross Domestic Product (GDP) and Money Supply. The result had been record, interpret and present in this research. The data collected from chosen three (3) of seven (7) emerging countries which are Brazil, China and India. The duration of data taken from the year 2000 until 2015. Faculty of Business Management 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/23032/1/PPb_MOHD%20SHUKRI%20AMRE%20MOHD%20ARIFF%20J%20BM17_5%20PAGES.pdf Mohd Arif, Mohd Shukri Amre (2017) Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif. (2017) [Student Project] (Submitted) |
| spellingShingle | Macroeconomics Stock price indexes. Stock quotations Mohd Arif, Mohd Shukri Amre Determinants of stock market return: The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title | Determinants of stock market return:
The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title_full | Determinants of stock market return:
The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title_fullStr | Determinants of stock market return:
The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title_full_unstemmed | Determinants of stock market return:
The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title_short | Determinants of stock market return:
The case of emerging countries / Mohd Shukri Amre Mohd Arif |
| title_sort | determinants of stock market return:
the case of emerging countries / mohd shukri amre mohd arif |
| topic | Macroeconomics Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/23032/ |