The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor

This study examines the relationships between interest rate and stock market in Malaysia and the relationships between interest rate and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods...

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Main Author: Mohd Noor, Noorulasikin
Format: Student Project
Language:English
Published: Faculty of Business and Management 2013
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/28712/
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author Mohd Noor, Noorulasikin
author_facet Mohd Noor, Noorulasikin
author_sort Mohd Noor, Noorulasikin
building UiTM Institutional Repository
collection Online Access
description This study examines the relationships between interest rate and stock market in Malaysia and the relationships between interest rate and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods are conducted to comprehensively evaluate how the relationship between interest rate and stock market in Malaysia was affected by financial crises. In general, the results show that no relationships between interest rate and stock market in Malaysia. In addition, Interest Rate has no significant relationship on stock market in Malaysia at pre-economic crisis and during economic crisis. However, interest rate has significant relationship with stock market at post economic crisis. In addition to this, interest rates are one of the macroeconomic variables that will explain stock market in Malaysia. In this paper Regression Analysis approach was used to determine the significant relationship between interest rate and stock market in Malaysia by way of analysing the trend of the interest rate and stock markets for the period January 2005 to August 2010. Monthly data were used for the analysis.
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format Student Project
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institution Universiti Teknologi MARA
institution_category Local University
language English
last_indexed 2025-11-14T22:37:34Z
publishDate 2013
publisher Faculty of Business and Management
recordtype eprints
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spelling uitm-287122020-06-18T04:38:02Z https://ir.uitm.edu.my/id/eprint/28712/ The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor Mohd Noor, Noorulasikin Finance and cycles. Financial crises. Convergence (Economics) Interest Investment, capital formation, speculation Stock exchanges. Insider trading in securities This study examines the relationships between interest rate and stock market in Malaysia and the relationships between interest rate and stock market in Malaysia in different economic condition. Extending related empirical studies, comparative analyses of pre-crisis, crisis, and post crisis periods are conducted to comprehensively evaluate how the relationship between interest rate and stock market in Malaysia was affected by financial crises. In general, the results show that no relationships between interest rate and stock market in Malaysia. In addition, Interest Rate has no significant relationship on stock market in Malaysia at pre-economic crisis and during economic crisis. However, interest rate has significant relationship with stock market at post economic crisis. In addition to this, interest rates are one of the macroeconomic variables that will explain stock market in Malaysia. In this paper Regression Analysis approach was used to determine the significant relationship between interest rate and stock market in Malaysia by way of analysing the trend of the interest rate and stock markets for the period January 2005 to August 2010. Monthly data were used for the analysis. Faculty of Business and Management 2013 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/28712/1/28712.pdf Mohd Noor, Noorulasikin (2013) The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor. (2013) [Student Project] <http://terminalib.uitm.edu.my/28712.pdf> (Unpublished)
spellingShingle Finance and cycles. Financial crises. Convergence (Economics)
Interest
Investment, capital formation, speculation
Stock exchanges. Insider trading in securities
Mohd Noor, Noorulasikin
The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title_full The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title_fullStr The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title_full_unstemmed The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title_short The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
title_sort relationship between interest rate and stock market in malaysia / noorulasikin mohd noor
topic Finance and cycles. Financial crises. Convergence (Economics)
Interest
Investment, capital formation, speculation
Stock exchanges. Insider trading in securities
url https://ir.uitm.edu.my/id/eprint/28712/