The effect of macroeconomic variables on Bursa Malaysia finance index / Azwan Nor Hashim

Nor Hashim, Azwan (2015) The effect of macroeconomic variables on Bursa Malaysia finance index / Azwan Nor Hashim. [Student Project] (Submitted)

Abstract

This paper aims at finding out the impact of Macroeconomic Variables toward Malaysian
Financial Sector Stock Returns Index or authoritatively known as Bursa Malaysia Finance Index. The variables used in this study are the gross domestic product (GDP), consumer price index (CPI), money supply (MS) and interest rate (IR). As for the sample of this study, it comprises of
36 observations each for the independent and dependent variables on a quarterly basis over nine years period from January 2005 to December 2013. The methodology used in this study is the Multiple Linear Regression with time series data that are gathered from Data Stream. A software
package called E-views will be used in finding and analyzing the data. In order to observe the relationship between the macroeconomic variables and Bursa Malaysia Finance Index, an econometric test will be conducted during this research. Based on previous outcomes and
findings, it was found that the macroeconomic variable is one of the factors that change the impact of stock return especially on developed markets. Hence, the results of this study would give us a demonstrative perspective and could frame a critical premise for financial specialists especially investors and policy makers towards their investment strategies and policy decisions respectively.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Nor Hashim, Azwan
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Keywords: UiTM Cawangan Johor, Macroeconomic, Bursa Malaysia
Date: 2015
URI: https://ir.uitm.edu.my/id/eprint/21710
Edit Item
Edit Item

Download

[thumbnail of PPb_AZWAN NOR HASHIM J BM15_5.pdf]
Preview
Text
PPb_AZWAN NOR HASHIM J BM15_5.pdf

Download (152kB) | Preview

Digital Copy

Digital (fulltext) is available at:

Physical Copy

Physical status and holdings:
Item Status:

ID Number

21710

Indexing

Statistic

Statistic details