The stock return in reaction of inflation and interest rate in new millennium on Kuala Lumpur stock exchange (KLSE) / Siti Norhapizah Salman

Salman, Siti Norhapizah (2006) The stock return in reaction of inflation and interest rate in new millennium on Kuala Lumpur stock exchange (KLSE) / Siti Norhapizah Salman. Degree thesis, Universiti Teknologi MARA, Kelantan.

Abstract

In general, when inflation decelerated in the 1980s, stock price performance turned sharply higher, reaching its high point in the 1990s as inflation receded to a level last witnessed three decades earlier. In this study, the short-term fluctuations in the weekly returns on industrial sector price of eighty-eight (88) companies affected by the economy problem in the millennium year 2000 to 2004 are regress with Simple Linear Regression estimates. The results are compared to the behavior of variation in returns in developed markets and the changes in the economic condition that is inflation with the industrial companies stock return in Malaysia. Multiple Linear Regression estimates of variables indicate that inflation and interest rate have relationship with the stock return in industrial sector. However, the result shows that there are only several companies that significant with in both variables. Based on T-table from 88 companies in industrial sector, only four (4) companies in hypothesis 1 and twelve (12) companies in hypothesis 2 accepted the Alternate Hypothesis (Ha). As the conclusion, the overall the result shows that both dependent variables, which are interest rate and inflation not significant with the independent variables, industrial companies' stock return.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Salman, Siti Norhapizah
2004337811
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Abdul Rahman, Nik Muhamad Naziman
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Interest rates
H Social Sciences > HG Finance > Banking > Interest rates. Interest tables
H Social Sciences > HG Finance > Money > Money and prices. Inflation. Deflation. Purchasing power
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions: Universiti Teknologi MARA, Kelantan > Machang Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (Hons)
Keywords: Stock price, simple linear regression, inflation
Date: 2006
URI: https://ir.uitm.edu.my/id/eprint/69641
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