The interrelation on stock return and inflationary variables in Malaysian financial market / Nurul Syazwani Mohd Fahruzi
The purpose of this research is to find the interrelation on Stock Return and Inflationary Variables in Malaysian Financial Market. The issue arises when several researchers conduct their research on this similar topic to prove the validity of Fisher hypothesis. However, they still cannot get a conc...
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2022
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/96357/1/96357.pdf https://ir.uitm.edu.my/id/eprint/96357/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Summary: | The purpose of this research is to find the interrelation on Stock Return and Inflationary Variables in Malaysian Financial Market. The issue arises when several researchers conduct their research on this similar topic to prove the validity of Fisher hypothesis. However, they still cannot get a conclusive answer on the hypothesis mentioned earlier. Furthermore, the similar research has been well documented in developed market, thus giving motivation to conduct this research in Malaysia as this country is categorized under developing countries. To understand the factors that affect stock return in Malaysia is considered as important. In doing so. this research will investigate the long run relationship between Stock Return and its determinants: consumer price index (CPI). industrial production (IP) and money supply (MI).'The independent is chosen to prove whether these variables can affect stock return. Secondary' data collected for this research were obtained from several reliable platform such as Thompson Reuters, The Department of Statistic Malaysia, Bank Negara Malaysia World Bank, and Bursa Malaysia for 30 years from 1990 until 2020. The aim of investigating this research is to focus on descriptive analysis, correlation, regression and to test assumptions. Gross domestic product is chosen as an improvement for this research to address other economic forces. |
---|