The macroeconomic variables influence movement of stock market (KLCI) / Noor Amira Arshad and Nurhaida Osman

Arshad, Noor Amira and Osman, Nurhaida (2013) The macroeconomic variables influence movement of stock market (KLCI) / Noor Amira Arshad and Nurhaida Osman. [Student Project] (Unpublished)

Abstract

The objective of this research is to identity the relationship between Kuala Lumpur Composite Index (KLCI) and macroeconomic variables which are exchange rate, inflation rate, money supply and interest rate. This research is study on how macroeconomic variables can affect the movement in stock markets. Yearly data from period of 1981 until 2011 have been used. This study adopts two models which are Single Linear Regression and Multiple Linear Regression. Based on the result, the exchanges rate, inflation rate, money supply and interest rate is significant with KLCI. Besides that, the exchanges rate, money supply and interest rate is positive correlated since only the inflation have negative correlated with stock market.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Arshad, Noor Amira 2011276712 Osman, Nurhaida 2010517409
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Investment, capital formation, speculation H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance (BA242)
Keywords:	Macroeconomic variables; Kuala Lumpur Composite Index (KLCI); Movement of stock market
Date:	2013
URI:	https://ir.uitm.edu.my/id/eprint/27488