Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais

This study examines the link between the Malaysia stock market return (FTSE KLCI) and four macroeconomic factors, namely Interest Rate, Gross National Income, money supply and Gross Domestic Product during a 40-year period from 1981 to 2020. The majority of the previous research, however, are conduc...

Full description

Saved in:

Bibliographic Details
Main Author:	Ahmad Fais, Mohd Alif Darwish
Format:	Thesis
Language:	English
Published:	2022
Subjects:	Income Income distribution National income Including gross national product, gross domestic product, and gross state product
Online Access:	https://ir.uitm.edu.my/id/eprint/102057/1/102057.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uitm-ir.102057
record_format	uketd_dc
spelling	my-uitm-ir.1020572024-10-28T02:04:49Z Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais 2022 Ahmad Fais, Mohd Alif Darwish Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product This study examines the link between the Malaysia stock market return (FTSE KLCI) and four macroeconomic factors, namely Interest Rate, Gross National Income, money supply and Gross Domestic Product during a 40-year period from 1981 to 2020. The majority of the previous research, however, are conducted in industrialised countries and large economies rather than growing markets like Malaysia. The goal of this study is to expand on previous research by looking at the influence of several macroeconomics drivers on Malaysia stock market return (FTSE KLCI), such as Interest Rate, Gross National Income, money supply and Gross Domestic Product. The assistance in the relief of the strain connected with various research orders is studied using descriptive analysis in this study. To find out if the data gathered is stationary or not, Unit Root Test is also conducted. The correlation test was also used in this study to examine the significance of the association between variables. Multiple Regression Analysis was also included to know the coefficient value, the significance of variables of Dependant and Independent of each variable. From all the test conducted, we found out that the interest rate has a significance relationship with the Stock market Return on two test which is the correlation test and Multiple Regression Test. For Gross National Income, it has significance value in correlation test but not in the regression test. Meanwhile for Money Supply, the variable doesn't have significance relationship on both correlation and Multiple Regression Test. Lastly, Gross Domestic Product also has the same result such as Gross National Income which it has significance value in correlation test but not in the regression test. 2022 Thesis https://ir.uitm.edu.my/id/eprint/102057/ https://ir.uitm.edu.my/id/eprint/102057/1/102057.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Income Income distribution National income Including gross national product, gross domestic product, and gross state product
spellingShingle	Income Income distribution National income Including gross national product, gross domestic product, and gross state product Ahmad Fais, Mohd Alif Darwish Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
description	This study examines the link between the Malaysia stock market return (FTSE KLCI) and four macroeconomic factors, namely Interest Rate, Gross National Income, money supply and Gross Domestic Product during a 40-year period from 1981 to 2020. The majority of the previous research, however, are conducted in industrialised countries and large economies rather than growing markets like Malaysia. The goal of this study is to expand on previous research by looking at the influence of several macroeconomics drivers on Malaysia stock market return (FTSE KLCI), such as Interest Rate, Gross National Income, money supply and Gross Domestic Product. The assistance in the relief of the strain connected with various research orders is studied using descriptive analysis in this study. To find out if the data gathered is stationary or not, Unit Root Test is also conducted. The correlation test was also used in this study to examine the significance of the association between variables. Multiple Regression Analysis was also included to know the coefficient value, the significance of variables of Dependant and Independent of each variable. From all the test conducted, we found out that the interest rate has a significance relationship with the Stock market Return on two test which is the correlation test and Multiple Regression Test. For Gross National Income, it has significance value in correlation test but not in the regression test. Meanwhile for Money Supply, the variable doesn't have significance relationship on both correlation and Multiple Regression Test. Lastly, Gross Domestic Product also has the same result such as Gross National Income which it has significance value in correlation test but not in the regression test.
format	Thesis
qualification_level	Bachelor degree
author	Ahmad Fais, Mohd Alif Darwish
author_facet	Ahmad Fais, Mohd Alif Darwish
author_sort	Ahmad Fais, Mohd Alif Darwish
title	Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
title_short	Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
title_full	Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
title_fullStr	Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
title_full_unstemmed	Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais
title_sort	factors affecting stock market return in malaysia / mohd alif darwish ahmad fais
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2022
url	https://ir.uitm.edu.my/id/eprint/102057/1/102057.pdf
_version_	1818588027155382272

Factors affecting stock market return in Malaysia / Mohd Alif Darwish Ahmad Fais

Similar Items