A Study on the Factors affecting the Stock Market Returns in Malaysia

Chauque, Dercio

47,95 €

ISBN: 9783668546974

Breite: 14,8 cm

Höhe: 21 cm

Gewicht: 197 g

Produktinformationen "A Study on the Factors affecting the Stock Market Returns in Malaysia"

Bachelor Thesis from the year 2017 in the subject Economics - Finance, grade: 2, Asia Pacific University of Technology and Innovation, language: English, abstract: This research paper investigates the dynamic relationship between Kuala Lumpur Composite Index (KLCI) and four selected macroeconomic variables namely exchange rate, inflation rate, crude oil price and foreign direct investment. The research consists of 108 monthly observations from the period of January 2007 to December 2015.In this research, the Augmented Dickey-Fuller test (ADF) showed that at 5% significance level, all the variables are stationary at first difference. For the diagnostic tests, there is no multicollinearity, heteroscedasticity, autocorrelation, and model specification problems. However, normality problem was detected in the model. Moreover, Granger causality test and OLS regression model were carried out to determine the short-run and long-run relationships between the KLCI and the selected macroeconomic variables respectively. Results suggest that in the short-run there is no relationship between the KLCI and the four selected macroeconomic variables.However, in the long-run exchange rate, inflation rate, and crude oil prices are found to significantly affect the performance of KLCI, whereas foreign direct investment is found not to influence the movements of KLCI. The exchange rate and inflation negatively affect the KLCI, and the crude oil price has a positive impact in the KLCI movements.

Eigenschaften "A Study on the Factors affecting the Stock Market Returns in Malaysia"

Format:	Taschenbuch / Softcover
Thema/BIC:	Marktforschung
Verlag:	GRIN Verlag

0 von 0 Bewertungen

Bewerten Sie dieses Produkt!

Teilen Sie Ihre Erfahrungen mit anderen Kunden.

Anmelden

Ihre E-Mail-Adresse

Ihr Passwort

Bewertungen nur in der aktuellen Sprache anzeigen.

Keine Bewertungen gefunden. Teilen Sie Ihre Erfahrungen mit anderen.

EU Gewährleistungssiegel

Die EU führt ein verpflichtendes, einheitliches EU-Label zur Information über die gesetzliche Gewährleistung ein, ergänzt durch ein Garantielabel, sofern eine freiwillige Herstellergarantie besteht.

Ziel der neuen Regelung ist es, Verbraucherrechte transparenter darzustellen und europaweit einheitliche Informationsstandards zu schaffen. Verbraucher sollen auf einen Blick erkennen können, welche gesetzlichen Mindeststandards gelten, unabhängig davon, in welchem Land oder bei welchem Händler sie einkaufen.

EU Warranty Label

The European Union is introducing a mandatory, standardized EU label to provide information about consumers’ statutory warranty rights. This will be complemented by a guarantee label where a voluntary manufacturer’s guarantee is offered.

The purpose of this new regulation is to make consumer rights more transparent and to establish consistent information standards across the European Union. Consumers should be able to see at a glance which statutory minimum protections apply, regardless of the country or retailer from which they make a purchase.