The effect of discount rate changes announcement to Kuala Lumpur composite index / Zarith Suria Zainal

Zainal, Zarith Suria (2007) The effect of discount rate changes announcement to Kuala Lumpur composite index / Zarith Suria Zainal. [Student Project] (Submitted)

Abstract

This study seeks to examine the impact of discount rate towards Kuala Lumpur Composite Index including the Treasury Bills and stock market returns. Specifically, this study will determine the existence of linkages and causality between the Kuala Lumpur Composite Index as well as the Treasury Bills trend and stock market performance. Secondary data being used for this study are monthly stock price, Treasury Bills Rate and KLCI Index. This study concentrated on the 40 companies listed in Main Board of Bursa Malaysia. The method that will be used is event study method that comprised of before and after the discount rate changes took place. This study is conducted by using Microsoft excel in order to find the beta value of the security through regression. This program also important to calculate abnormal return, return of security, and the changes of treasury bills as to measure the effect of those changes towards Kuala Lumpur Composite Index (KLCI).

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Zainal, Zarith Suria
2005744172
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Ismail, Nor Hazila
UNSPECIFIED
Thesis advisor
Jaafar, Muhamad Sukor
UNSPECIFIED
Subjects: 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 exchanges. Insider trading in securities > Malaysia > Kuala Lumpur. KLSE
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (HONS) Finance
Keywords: Kuala Lumpur Composite Index; KLCI
Date: 2007
URI: https://ir.uitm.edu.my/id/eprint/75136
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