A study on the factors that influence stock price index in Asian Market / Muhammad Qushairi Mazlan

Mazlan, Muhammad Qushairi (2012) A study on the factors that influence stock price index in Asian Market / Muhammad Qushairi Mazlan. [Student Project] (Unpublished)

Abstract

This study attempts to investigate the factors that influence stock price index in Asian market and to examine the relationship between three selected macroeconomic
variables and stock price index. The macroeconomic variables in this research are gross domestic product, inflation rate and exchange rate. In this study, the researcher used secondary data in order to achieved and complete the objective of the study. The Multiple Regression Analysis was conducted on the time series of data for 8 years using
quarterly basis from Q1 2001 until Q4 2008. The researcher used SPSS programmed which to identify the relationship between stock price index and macroeconomic
variables. From the result, gross domestic product and inflation rate do not have a relationship with stock price index for all countries but for exchange rate there is a
negative relationship with stock price index. Based on each country, in Malaysia only exchange rate has a negative relationship with stock price index but for gross domestic
products and inflation do not have a relationship with stock price index. For Thailand there is a positive relationship between gross domestic products and stock price index
but not for inflation rate and exchange rate. For Singapore only gross domestic products do not has a relationship with stock price index but for inflation rate and exchange rate
there is negative significant relationship

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Mazlan, Muhammad Qushairi
2009171475
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Abdul Rahman, Prof Madya Dr Nik Muhammad Naziman
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Investment, capital formation, speculation
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: Domestic product, inflation rate and exchange rate
Date: July 2012
URI: https://ir.uitm.edu.my/id/eprint/41917
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