Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya
For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock mark...
| Main Authors: | , |
|---|---|
| Format: | Student Project |
| Language: | English |
| Published: |
Faculty of Business and Management
2019
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/23440/ |
| _version_ | 1848805742458437632 |
|---|---|
| author | Aminuddin Shah, Anis Thuraya Karya, Anisa Razana |
| author_facet | Aminuddin Shah, Anis Thuraya Karya, Anisa Razana |
| author_sort | Aminuddin Shah, Anis Thuraya |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock market performance in developing country namely Malaysia. More specifically, this study aims to extend the current literature reviews by including exchange rate, inflation rate, crude oil price, money supply and U.S. stock market performance in determining the relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from quarter 1 of 1992 until quarter 4 of 2017. The results conclude that exchange rate, crude oil price has significant negative relationship with Malaysian stock market performance while money supply and U.S. stock have significant positive relationship with Malaysian stock market performance. On the other hand, this research also indicates that inflation variable have an insignificant negative relationship with Malaysian stock market performance. These result would give better understanding and should be useful for further studies, policymakers and investors. |
| first_indexed | 2025-11-14T22:15:52Z |
| format | Student Project |
| id | uitm-23440 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:15:52Z |
| publishDate | 2019 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-234402019-03-19T07:59:24Z https://ir.uitm.edu.my/id/eprint/23440/ Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya Aminuddin Shah, Anis Thuraya Karya, Anisa Razana Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations For years, the study of determinants for stock market performance are well-documented. However, most of the studies are focus on the macroeconomic factors in the developed country context. In light of this, this study intends to bright the gap by examining the determinants that affect the stock market performance in developing country namely Malaysia. More specifically, this study aims to extend the current literature reviews by including exchange rate, inflation rate, crude oil price, money supply and U.S. stock market performance in determining the relationships with the Malaysian stock market performance. By using Ordinary Least-Square regression method in E-views, multiple linear regression analysis is performed to examine the hypotheses and statistical relationships in a quarterly basis from quarter 1 of 1992 until quarter 4 of 2017. The results conclude that exchange rate, crude oil price has significant negative relationship with Malaysian stock market performance while money supply and U.S. stock have significant positive relationship with Malaysian stock market performance. On the other hand, this research also indicates that inflation variable have an insignificant negative relationship with Malaysian stock market performance. These result would give better understanding and should be useful for further studies, policymakers and investors. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/23440/1/PPb_ANIS%20THURAYA%20AMINUDDIN%20SHAH%20M%20BM%2019_5.pdf Aminuddin Shah, Anis Thuraya and Karya, Anisa Razana (2019) Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya. (2019) [Student Project] <http://terminalib.uitm.edu.my/23440.pdf> (Unpublished) |
| spellingShingle | Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations Aminuddin Shah, Anis Thuraya Karya, Anisa Razana Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title | Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title_full | Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title_fullStr | Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title_full_unstemmed | Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title_short | Determinants of stock market performance in Malaysia / Anis Thuraya Aminuddin Shah and Anisa Razana Karya |
| title_sort | determinants of stock market performance in malaysia / anis thuraya aminuddin shah and anisa razana karya |
| topic | Macroeconomics Income. Factor shares Investment, capital formation, speculation Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/23440/ |