DETERMINANTS OF STOCK MARKET PERFORMANCE IN MALAYSIA

Jap, Kai Wen (2023) DETERMINANTS OF STOCK MARKET PERFORMANCE IN MALAYSIA. [Final Year Project Report] (Unpublished)

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Abstract

The stock market is most important since it can be identified as the heart and power of the financial system while also being the most significant field of study in recent years. This paper examines the effect and relationship of selected variables with Malaysian stock market performance by using monthly time series. A total of 180 observations from January 2007 to December 2021. Kuala Lumpur Composite Index (KLCI) is taken as a representative stock exchange of Malaysia. This study considered exchange rate (ER), crude oil price (COP), inflation rate (INF), and money supply (M2) as independent variables while stock market performance acted as the dependent variable. The empirical evidence was studied by the researchers to develop the hypothesis in this study which outlines the topics that will be investigated and inquires about the possible connections between the concepts. There are a few methods of analysis the data including descriptive statistics, correlation coefficient, ordinary least squares, granger causality test, multicollinearity test, etc. The result shows the exchange rate and money supply have a negative relationship while crude oil price and the inflation rate have a positive relationship.

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