Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin

The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly...

Full description

Saved in:
Bibliographic Details
Main Author: Zafrin, Syazwani Ezzaty
Format: Student Project
Language:en
Published: Faculty of Business Management 2015
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf
https://ir.uitm.edu.my/id/eprint/20955/
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1833060985015894016
author Zafrin, Syazwani Ezzaty
author_facet Zafrin, Syazwani Ezzaty
author_sort Zafrin, Syazwani Ezzaty
building Tun Abdul Razak Library
collection Institutional Repository
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
continent Asia
country Malaysia
description The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly closing data were collected from January 2006 until January 2015. From the result, it reveals that certain variables have a significant negative relationship towards Stock Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Stock Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Stock Market Indices and it may be useful for regulators, investors, and speculators.
format Student Project
id my.uitm.ir-20955
institution Universiti Teknologi Mara
language en
publishDate 2015
publisher Faculty of Business Management
record_format eprints
spelling my.uitm.ir-209552018-10-08T02:33:00Z https://ir.uitm.edu.my/id/eprint/20955/ Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin Zafrin, Syazwani Ezzaty Macroeconomics Investment, capital formation, speculation The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly closing data were collected from January 2006 until January 2015. From the result, it reveals that certain variables have a significant negative relationship towards Stock Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Stock Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Stock Market Indices and it may be useful for regulators, investors, and speculators. Faculty of Business Management 2015-06 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin. (2015) [Student Project] (Submitted)
spellingShingle Macroeconomics
Investment, capital formation, speculation
Zafrin, Syazwani Ezzaty
Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_full Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_fullStr Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_full_unstemmed Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_short Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_sort relationship between stock market and macroeconomic variables / syazwani ezzaty zafrin
topic Macroeconomics
Investment, capital formation, speculation
url https://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf
https://ir.uitm.edu.my/id/eprint/20955/
url_provider http://ir.uitm.edu.my/