The relationship between macroeconomics variables towards Malaysian stock market / Nurul Ashiqin Mohd Hatta

Mohd Hatta, Nurul Ashiqin (2018) The relationship between macroeconomics variables towards Malaysian stock market / Nurul Ashiqin Mohd Hatta. [Student Project] (Unpublished)

Abstract

The aim of this study is to investigate the relationship between macroeconomic variables which consist of exchange rate, interest rate and money supply towards the stock market in Malaysia represent by FTSE Bursa Malaysia KLCI Index. The study used Multiple Linear Regression in order to find the relationship among independent variables and dependent variable. The data is collected from year 2010 until 2017 and conduct in quarterly basis. From the result, it reveals that exchange rate has a negative significant relationship towards stock market (FTSE Bursa Malaysia KLCI). While interest rate is insignificant and money supply have a positive significant relationship towards (FTSE Bursa Malaysia KLCI). These results give additional understanding of the relationship between the macroeconomic variables and FTSE Bursa Malaysia KLCI and should be useful for regulator, investor and speculator.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mohd Hatta, Nurul Ashiqin UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE H Social Sciences > HG Finance > Investment, capital formation, speculation > Malaysia
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Keywords:	FTSE Bursa Malaysia; KLCI Index; Macroeconomics variables; Malaysian stock market; Exchange rate; Interest rate; Money supply
Date:	2018
URI:	https://ir.uitm.edu.my/id/eprint/21753