A study on macroeconomic variables that influence Malaysian stock price / Nor Amira Mat Nawi

Mat Nawi, Nor Amira (2012) A study on macroeconomic variables that influence Malaysian stock price / Nor Amira Mat Nawi. [Student Project] (Unpublished)

Abstract

The aims of this research are to examine the relationship between Malaysian Stock Price which is Kuala Lumpur Composite Index (KLCI) and selected macroeconomic variables namely inflation Rate (Consumer Price Index), Exchange Rate and Money Supply (M2). The methodology used was Multiple Regression Analysis which to identify the relationship between both of the Malaysian stock price and macroeconomic variables. The monthly sample data taken for the period of 5 years for each variables. Result shows that all variables have significance correlation with the KLCI. Whilst inflation rate and exchange rate have negative relationship with KLCI. Results also show that M2 has a positive relationship with KLCI which means that all variables have significant relationship with the Malaysian stock price

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mat Nawi, Nor Amira 2010660868
Contributors:	Contribution Name Email / ID Num. Thesis advisor Nawawi, Rabihah UNSPECIFIED Thesis advisor Yusoff, Asry 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 price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Kelantan > Kota Bharu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (HONS) Finance
Keywords:	Macroeconomic variables, inflation rate and exchange rate Malaysian stock price
Date:	June 2012
URI:	https://ir.uitm.edu.my/id/eprint/41782