The study looked at how different economic factors affect the Malaysian stock market. They found that oil prices, industrial production, and consumer prices have a positive long-term relationship with the stock market, while money supply, interest rates, and exchange rates have a negative long-term relationship. The stock market adjusts to changes in these factors within five months. There is no direct link between the stock market and interest rates, but there is a connection with consumer prices, money supply, oil prices, exchange rates, and industrial production. Overall, the Malaysian stock market can be predicted using information about these economic factors in the short term.