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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| Format: | Thesis |
| Language: | en |
| Published: |
2017
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| Subjects: | |
| 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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| _version_ | 1833069852558884864 |
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| author | Ahmad Shukri, Nurul Aini |
| author_facet | Ahmad Shukri, Nurul Aini |
| author_sort | Ahmad Shukri, Nurul Aini |
| building | Tun Abdul Razak Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Mara |
| content_source | UiTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| 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 |
| id | my.uitm.ir-53162 |
| institution | Universiti Teknologi Mara |
| language | en |
| publishDate | 2017 |
| 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 Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri. (2017) Degree thesis, thesis, Universiti Teknologi MARA Johor. |
| spellingShingle | Macroeconomics Interest rates Stock exchanges. Insider trading in securities Ahmad Shukri, Nurul Aini Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri |
| title | 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_short | Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri |
| title_sort | macroeconomic variables affect stock market malaysia / nurul aini ahmad shukri |
| topic | Macroeconomics Interest rates Stock exchanges. Insider trading in securities |
| url | https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf https://ir.uitm.edu.my/id/eprint/53162/ |
| url_provider | http://ir.uitm.edu.my/ |