Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen

M. Tajudeen, Laila Aliza (2018) Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen. Student Project. Faculty of Business and Management, Bandaraya Melaka. (Unpublished)

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Abstract

This research paper studies the relationship between stock price of Kuala Lumpur Composite Index (KLCI) with three economic determinants which are Exchange Rate (ER), Money Supply (MS) and Real Interest Rate (RIR) from year 1987 to 2016 on a yearly basis with a total of 30 observations. However, instead of in emerging markets such as Malaysia most of the studies are carried out in developed countries and large economic nations. Thus, this study aims to extend the existing studies to include the impact of several economics determinants namely Exchange Rate (ER), Money Supply (MS) and Real Interest Rate(RIR) on stock price (KLCI). This paper employed Multiple Linear Regression to examine the statistical relationship and to test the hypotheses. The results had portrays that independent variables which are Exchange Rate (ER) and Money Supply (MS) are significant relationship towards stock price (KLCI). Meanwhile, the results indicated that there is insignificant relationship between Real Interest Rate (RIR) with stock price (KLCI).

Item Type: Monograph (Student Project)
Creators:
CreatorsEmail
M. Tajudeen, Laila AlizaUNSPECIFIED
Subjects: H Social Sciences > HG Finance > Interest rates
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
H Social Sciences > HG Finance > Investment, capital formation, speculation > Malaysia
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Item ID: 20872
Uncontrolled Keywords: Kuala Lumpur composite index; Stock price; Exchange rate; Money supply; Real interest rate
Last Modified: 14 Aug 2018 03:17
Depositing User: Perpustakaan UiTM Cawangan Melaka UiTM Cawangan Melaka
URI: http://ir.uitm.edu.my/id/eprint/20872

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