Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri

Ahmad Shukri, Nurul Aini (2017) Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri. Degree thesis, Universiti Teknologi MARA Johor.

Abstract

The relationship between performance of stock market and macroeconomic variables has been a focus of many empirical studies. Several methods have been used to measure the performance of stock market towards the macroeconomic variables. This paper investigates the relationship between Kuala Lumpur Composite Index Market with three selected macroeconomic variables; inflation rate, money supply, and interest rate based on monthly data from 2010 to 2016. The methodology used in this study is time series econometric techniques. The results suggest that Malaysian stock market has strong interaction with money supply as compared to interest rate and inflation rate.

Metadata

Item Type:	Thesis (Degree)
Creators:	Creators Email / ID Num. Ahmad Shukri, Nurul Aini 2015135201
Contributors:	Contribution Name Email / ID Num. Thesis advisor Johan, Nurul Haida UNSPECIFIED Thesis advisor Harman, Hakimi UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics H Social Sciences > HG Finance > Interest rates H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
Divisions:	Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme:	Bachelor of Business administration (Hons) Investment Management
Keywords:	Stock Market, Inflation Rate, Interest Rate, Money Supply, UiTM Cawangan Johor Segamat
Date:	2017
URI:	https://ir.uitm.edu.my/id/eprint/53162