Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi

This study investigates the relationships between four macroeconomic variables towards Kuala Lumpur Composite Index and Kuala Lumpur Shariah Index from February 2007 to January 2013 which consists a monthly data set of 72 observations. The objective of this study is want to examine and compare which...

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主要作者:	Suhaimi, Intan Syamimi
格式:	Thesis
語言:	English
出版:	2013
主題:	Macroeconomics
在線閱讀:	https://ir.uitm.edu.my/id/eprint/38671/1/38671.pdf
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id	my-uitm-ir.38671
record_format	uketd_dc
spelling	my-uitm-ir.386712022-06-14T06:54:02Z Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi 2013-07 Suhaimi, Intan Syamimi Macroeconomics Investment companies. Investment trusts. Mutual funds Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations This study investigates the relationships between four macroeconomic variables towards Kuala Lumpur Composite Index and Kuala Lumpur Shariah Index from February 2007 to January 2013 which consists a monthly data set of 72 observations. The objective of this study is want to examine and compare which macroeconomic variables that influences more on KLCI and KLSI and the relationship between inflation rate, gross domestic product, exchange rate and interest rate towards KLCI and KLSI. This study employs Pearson Correlation and Multiple Linear Regression to determine the statistical relationship. The findings result shows that there are three independent variables are significant while one independent variable is insignificant for KLCI. Meanwhile for KLSI, there are two independent variables are significant but two independent variables is insignificant. For the diagnostic checking, there is no multicollinearity problem but there is existence of positive autocorrelation problem in the both multiple regression models. The overall study showed the result is quite good which indicates that KLCI and KLSI is move in similar behavior towards the changes of macroeconomics variables which are inflation rate, gross domestic product, exchange rates and interest rates. This study will provide a better understanding on the relevant factors that influences both stock price indices and can take the input as references in making good investment decision 2013-07 Thesis https://ir.uitm.edu.my/id/eprint/38671/ https://ir.uitm.edu.my/id/eprint/38671/1/38671.pdf text en public degree Universiti Teknologi MARA, Kelantan Faculty of Business and Management Mohd Rashid, Siti Norbaya
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Rashid, Siti Norbaya
topic	Macroeconomics Macroeconomics Macroeconomics Macroeconomics
spellingShingle	Macroeconomics Macroeconomics Macroeconomics Macroeconomics Suhaimi, Intan Syamimi Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
description	This study investigates the relationships between four macroeconomic variables towards Kuala Lumpur Composite Index and Kuala Lumpur Shariah Index from February 2007 to January 2013 which consists a monthly data set of 72 observations. The objective of this study is want to examine and compare which macroeconomic variables that influences more on KLCI and KLSI and the relationship between inflation rate, gross domestic product, exchange rate and interest rate towards KLCI and KLSI. This study employs Pearson Correlation and Multiple Linear Regression to determine the statistical relationship. The findings result shows that there are three independent variables are significant while one independent variable is insignificant for KLCI. Meanwhile for KLSI, there are two independent variables are significant but two independent variables is insignificant. For the diagnostic checking, there is no multicollinearity problem but there is existence of positive autocorrelation problem in the both multiple regression models. The overall study showed the result is quite good which indicates that KLCI and KLSI is move in similar behavior towards the changes of macroeconomics variables which are inflation rate, gross domestic product, exchange rates and interest rates. This study will provide a better understanding on the relevant factors that influences both stock price indices and can take the input as references in making good investment decision
format	Thesis
qualification_level	Bachelor degree
author	Suhaimi, Intan Syamimi
author_facet	Suhaimi, Intan Syamimi
author_sort	Suhaimi, Intan Syamimi
title	Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
title_short	Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
title_full	Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
title_fullStr	Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
title_full_unstemmed	Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi
title_sort	macroeconomic variables that influences malaysian stock market (klci) and malaysian islamic stock market (klsi): comparative analysis / intan syamimi suhaimi
granting_institution	Universiti Teknologi MARA, Kelantan
granting_department	Faculty of Business and Management
publishDate	2013
url	https://ir.uitm.edu.my/id/eprint/38671/1/38671.pdf
_version_	1783734480278650880

Macroeconomic variables that influences Malaysian Stock Market (KLCI) And Malaysian Islamic Stock Market (KLSI): comparative analysis / Intan Syamimi Suhaimi

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