The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at
This research focuses on analyse factor effect stock market performance in Malaysia. The objectives of the research are to identify the relationship between independent variables such as exchange rate, inflation rate, oil price, and U.S stock market performance towards Malaysian stock market perform...
| Main Author: | |
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| Format: | Student Project |
| Language: | English |
| Published: |
2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/32358/ |
| _version_ | 1848808003660152832 |
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| author | Sa'at, Mohamad Hisyam |
| author_facet | Sa'at, Mohamad Hisyam |
| author_sort | Sa'at, Mohamad Hisyam |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | This research focuses on analyse factor effect stock market performance in Malaysia. The objectives of the research are to identify the relationship between independent variables such as exchange rate, inflation rate, oil price, and U.S stock market performance towards Malaysian stock market performance. The data observation data are collected for 19 observations of yearly data from 1998 to 2016 and using time series data. The data has been analysed by using Ordinary Least Square regression in Eviews 10 to do multiple regression, correlation analysis and test on assumption such as normality test, autocorrelation test, heteroskedasticity test, variance inflation factor and Ramsey's regression specification error test. The results conclude that exchange rate, crude oil price and U.S. stock market performance have a significant positive relationship respectively towards Malaysian stock market performance. Besides that, the researcher cannot add inflation proxy into equation because inflation rate has high correlation analysis with Malaysian stock performance. So, the researcher have to eliminate the inflation rate in order to determinant the Malaysia stock market performance. |
| first_indexed | 2025-11-14T22:51:49Z |
| format | Student Project |
| id | uitm-32358 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:51:49Z |
| publishDate | 2018 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-323582020-08-04T06:23:58Z https://ir.uitm.edu.my/id/eprint/32358/ The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at Sa'at, Mohamad Hisyam Stock price indexes. Stock quotations This research focuses on analyse factor effect stock market performance in Malaysia. The objectives of the research are to identify the relationship between independent variables such as exchange rate, inflation rate, oil price, and U.S stock market performance towards Malaysian stock market performance. The data observation data are collected for 19 observations of yearly data from 1998 to 2016 and using time series data. The data has been analysed by using Ordinary Least Square regression in Eviews 10 to do multiple regression, correlation analysis and test on assumption such as normality test, autocorrelation test, heteroskedasticity test, variance inflation factor and Ramsey's regression specification error test. The results conclude that exchange rate, crude oil price and U.S. stock market performance have a significant positive relationship respectively towards Malaysian stock market performance. Besides that, the researcher cannot add inflation proxy into equation because inflation rate has high correlation analysis with Malaysian stock performance. So, the researcher have to eliminate the inflation rate in order to determinant the Malaysia stock market performance. 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/32358/1/PPb_MOHAMAD%20HISYAM%20SA%27AT%20BM%20J%2018_5.pdf Sa'at, Mohamad Hisyam (2018) The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at. (2018) [Student Project] (Submitted) |
| spellingShingle | Stock price indexes. Stock quotations Sa'at, Mohamad Hisyam The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title | The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title_full | The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title_fullStr | The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title_full_unstemmed | The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title_short | The determinant of performance on stock market in Malaysia / Mohamad Hisyam Sa'at |
| title_sort | determinant of performance on stock market in malaysia / mohamad hisyam sa'at |
| topic | Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/32358/ |