The impact of macroeconomic variables towards Malaysian stock market / Muhammad Syukri Mohamad Mohtar

Mohamad Mohtar, Muhammad Syukri (2015) The impact of macroeconomic variables towards Malaysian stock market / Muhammad Syukri Mohamad Mohtar. [Student Project] (Unpublished)

Abstract

The aim of this study is to investigate the impact of macroeconomic variables (interest rate, inflation rate, exchange rate and oil price) towards Bursa Malaysia KLCI Index. The study used Multiple Linear Regression in order to find the impact of those macroeconomic variables towards Bursa Malaysia KLCI . The quarterly data is collected from 1st January 1999 until 31st December 2014. Ordinary Least Square Method was used to determine the relationship between interest rate, inflation rate, exchange rate and oil price and Bursa Malaysia KLCI. From the result, it reveals that all these variables have an insignificant negative relationship towards FTSE Bursa Malaysia KLCI. These results give additional understanding of the relationship between the these macroeconomic variable and Bursa Malaysia KLCI and should be useful for regulator, investor and speculator.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mohamad Mohtar, Muhammad Syukri UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Keywords:	Macroeconomic; Malaysian stock marke; Bursa Malaysia KLCI Index
Date:	2015
URI:	https://ir.uitm.edu.my/id/eprint/25696