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
Online Access:	https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf
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id	my-uitm-ir.53162
record_format	uketd_dc
spelling	my-uitm-ir.531622022-02-22T03:28:48Z Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri 2017 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 https://ir.uitm.edu.my/id/eprint/53162/ https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf text en public degree Universiti Teknologi MARA Johor Faculty of Business and Management Johan, Nurul Haida Harman, Hakimi
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Johan, Nurul Haida Harman, Hakimi
topic	Macroeconomics Interest rates Macroeconomics
spellingShingle	Macroeconomics Interest rates Macroeconomics 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
qualification_level	Bachelor degree
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
granting_institution	Universiti Teknologi MARA Johor
granting_department	Faculty of Business and Management
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/53162/1/53162.pdf
_version_	1783734863994552320

Macroeconomic variables affect stock market Malaysia / Nurul Aini Ahmad Shukri

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