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Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri

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 Co...

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Main Author: Ahmad Shukri, Nurul Aini
Format: Thesis
Language:English
Published: 2017
Subjects:
Macroeconomics
Interest rates
Stock exchanges. Insider trading in securities
Online Access:https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf
https://ir.uitm.edu.my/id/eprint/53162/
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id my.uitm.ir.53162
record_format eprints
spelling my.uitm.ir.531622022-02-22T03:28:48Z https://ir.uitm.edu.my/id/eprint/53162/ Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri Ahmad Shukri, Nurul Aini Macroeconomics Interest rates Stock exchanges. Insider trading in securities 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. 2017 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf ID53162 Ahmad Shukri, Nurul Aini (2017) Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri. Degree thesis, thesis, Universiti Teknologi MARA Johor.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Macroeconomics
Interest rates
Stock exchanges. Insider trading in securities
spellingShingle Macroeconomics
Interest rates
Stock exchanges. Insider trading in securities
Ahmad Shukri, Nurul Aini
Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
description 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.
format Thesis
author Ahmad Shukri, Nurul Aini
author_facet Ahmad Shukri, Nurul Aini
author_sort Ahmad Shukri, Nurul Aini
title Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
title_short Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
title_full Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
title_fullStr Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
title_full_unstemmed Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri
title_sort macroeconomic variables affect stock market malaysia / nurul aini ahmad shukri
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf
https://ir.uitm.edu.my/id/eprint/53162/
_version_ 1725975710832525312
score 13.211869

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