Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed
The study examines the impact of macroeconomic variables on stock prices in Malaysia and Philippine. This study focuses on Kuala Lumpur Composite Index (KLCI) and Philippine Stock Exchange Index (PSE). Stock markets, where bonds and share are issued and traded through exchanges and over-the-counter...
Saved in:
| Main Author: | |
|---|---|
| Format: | Student Project |
| Language: | en |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/48573/1/48573.pdf https://ir.uitm.edu.my/id/eprint/48573/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1833068699549958144 |
|---|---|
| author | Mohamed, Sabariah |
| author_facet | Mohamed, Sabariah |
| author_sort | Mohamed, Sabariah |
| building | Tun Abdul Razak Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Mara |
| content_source | UiTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | The study examines the impact of macroeconomic variables on stock prices in Malaysia and Philippine. This study focuses on Kuala Lumpur Composite Index (KLCI) and Philippine Stock Exchange Index (PSE). Stock markets, where bonds and share are issued and traded through exchanges and over-the-counter markets. Stock markets, are important for the development of an economy. Thus,
acknowledge and understand the variables that can influence the condition and performance of the stock market are important to individuals, businesses, and future investors.
The macroeconomic variables that are being utilized in this analysis are money supply (MS), exchange rate (ER), gross domestic product (GDP) and the time horizon of this study is from 1995 to 2019 which is 25 years and the data collection is in a yearly basis. Multiple Linear Regression is used as methodology. The test used includes descriptive analysis, correlation analysis, regression analysis
which comprises the T-test, F-test, and R-square. Those are econometric tests that are given to examine the correlation among macroeconomic variables and the stock prices. The outcome of this study is a significant relationship toward stock price in Malaysia and the Philippines. This study can
help as a guide to future investors and researchers in acknowledging and understanding the significant
relationship impacting on macroeconomic variables and stock prices. |
| format | Student Project |
| id | my.uitm.ir-48573 |
| institution | Universiti Teknologi Mara |
| language | en |
| publishDate | 2020 |
| record_format | eprints |
| spelling | my.uitm.ir-485732021-09-14T03:39:05Z https://ir.uitm.edu.my/id/eprint/48573/ Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed Mohamed, Sabariah Macroeconomics Stock price indexes. Stock quotations The study examines the impact of macroeconomic variables on stock prices in Malaysia and Philippine. This study focuses on Kuala Lumpur Composite Index (KLCI) and Philippine Stock Exchange Index (PSE). Stock markets, where bonds and share are issued and traded through exchanges and over-the-counter markets. Stock markets, are important for the development of an economy. Thus, acknowledge and understand the variables that can influence the condition and performance of the stock market are important to individuals, businesses, and future investors. The macroeconomic variables that are being utilized in this analysis are money supply (MS), exchange rate (ER), gross domestic product (GDP) and the time horizon of this study is from 1995 to 2019 which is 25 years and the data collection is in a yearly basis. Multiple Linear Regression is used as methodology. The test used includes descriptive analysis, correlation analysis, regression analysis which comprises the T-test, F-test, and R-square. Those are econometric tests that are given to examine the correlation among macroeconomic variables and the stock prices. The outcome of this study is a significant relationship toward stock price in Malaysia and the Philippines. This study can help as a guide to future investors and researchers in acknowledging and understanding the significant relationship impacting on macroeconomic variables and stock prices. 2020 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/48573/1/48573.pdf Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed. (2020) [Student Project] |
| spellingShingle | Macroeconomics Stock price indexes. Stock quotations Mohamed, Sabariah Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title | Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title_full | Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title_fullStr | Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title_full_unstemmed | Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title_short | Impact of micro-economic variables on stock prices in Malaysia and Philippines / Sabariah Mohamed |
| title_sort | impact of micro-economic variables on stock prices in malaysia and philippines / sabariah mohamed |
| topic | Macroeconomics Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/48573/1/48573.pdf https://ir.uitm.edu.my/id/eprint/48573/ |
| url_provider | http://ir.uitm.edu.my/ |