Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland

The target in this study is to know the relationship and effect of factors including macroeconomic factors as independent variables which can influence the volatility of share price in Malaysian stock market. There is four (4) independent variables that will be studied in this for 6 companies with t...

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Main Author:	Rosland, Ahmad Ikhwan
Format:	Thesis
Language:	English
Published:	2022
Subjects:	Foreign exchange Foreign exchange rates
Online Access:	https://ir.uitm.edu.my/id/eprint/102063/1/102063.pdf
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id	my-uitm-ir.102063
record_format	uketd_dc
spelling	my-uitm-ir.1020632024-10-10T09:25:39Z Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland 2022-02 Rosland, Ahmad Ikhwan Foreign exchange. Foreign exchange rates Stock price indexes. Stock quotations The target in this study is to know the relationship and effect of factors including macroeconomic factors as independent variables which can influence the volatility of share price in Malaysian stock market. There is four (4) independent variables that will be studied in this for 6 companies with the data and statistic for five (5) years from 2016 to 2020. Share price volatility is chosen to be the independent variable and four independent variables which is interest rate (INT), foreign exchange rate (FRX), inflation rate (INF) and also dividend payout ratio (DPR). All result in this study is examined using time series data analysis using E VIEWS 12 to analyse the data. 2022-02 Thesis https://ir.uitm.edu.my/id/eprint/102063/ https://ir.uitm.edu.my/id/eprint/102063/1/102063.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Ya'acob, Fatin Farazh
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Ya'acob, Fatin Farazh
topic	Foreign exchange Foreign exchange rates Foreign exchange Foreign exchange rates
spellingShingle	Foreign exchange Foreign exchange rates Foreign exchange Foreign exchange rates Rosland, Ahmad Ikhwan Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
description	The target in this study is to know the relationship and effect of factors including macroeconomic factors as independent variables which can influence the volatility of share price in Malaysian stock market. There is four (4) independent variables that will be studied in this for 6 companies with the data and statistic for five (5) years from 2016 to 2020. Share price volatility is chosen to be the independent variable and four independent variables which is interest rate (INT), foreign exchange rate (FRX), inflation rate (INF) and also dividend payout ratio (DPR). All result in this study is examined using time series data analysis using E VIEWS 12 to analyse the data.
format	Thesis
qualification_level	Bachelor degree
author	Rosland, Ahmad Ikhwan
author_facet	Rosland, Ahmad Ikhwan
author_sort	Rosland, Ahmad Ikhwan
title	Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
title_short	Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
title_full	Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
title_fullStr	Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
title_full_unstemmed	Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland
title_sort	factors influencing share price volatility in malaysian stock market / ahmad ikhwan rosland
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2022
url	https://ir.uitm.edu.my/id/eprint/102063/1/102063.pdf
_version_	1818588028642263040

Factors influencing share price volatility in Malaysian stock market / Ahmad Ikhwan Rosland

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