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

• Main Author: Rosland, Ahmad Ikhwan
• Format: Thesis
• Language: English
• Published: 2022
• Subjects: Foreign exchange. Foreign exchange rates; Stock price indexes. Stock quotations
• Online Access: https://ir.uitm.edu.my/id/eprint/102063/1/102063.pdf; https://ir.uitm.edu.my/id/eprint/102063/

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.