A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah

This study is conducted to answer the question whether interest rate, consumer price index, money supply and foreign exchange rate give effect to the Kuala Lumpur Composite Index (KLCI)'s price performance. In order to measures the interest rate, the base lending rate is applied in this study,...

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Main Author:	Abdullah, Rohana
Format:	Thesis
Language:	English
Published:	2006
Subjects:	Investment capital formation speculation Investment, capital formation, speculation
Online Access:	https://ir.uitm.edu.my/id/eprint/66048/1/66048.pdf
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id	my-uitm-ir.66048
record_format	uketd_dc
spelling	my-uitm-ir.660482022-09-28T04:51:13Z A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah 2006 Abdullah, Rohana Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stockbrokers. Security dealers. Investment advisers. Online stockbrokers This study is conducted to answer the question whether interest rate, consumer price index, money supply and foreign exchange rate give effect to the Kuala Lumpur Composite Index (KLCI)'s price performance. In order to measures the interest rate, the base lending rate is applied in this study, while money supply is measures as M2 in monetary aggregate and foreign exchange rate is Malaysia Ringgit quoted as Singapore Dollar. In addition, consumer price index can be proxy to inflation rate. All those factors are considered as independent variables to test whether these factors are giving effect or influence to the KLCI's price, which represent as dependent variable. All the data are collected in monthly basis from 2000 until 2005 and Multiple Linear Regression Analysis Model will be used. Based on the finding, base lending rate and consumer price index are having negative relationship with KLCI's price. Similar with the theory stated that, interest rate and inflation rate are negative relationship with stock prices. Meanwhile, money supply and foreign exchange rate are having positive relationship with the KLCI's price. Overall, among the variables, foreign exchange rate is the most influence factor to the movement or price of the Kuala Lumpur Composite Index. 2006 Thesis https://ir.uitm.edu.my/id/eprint/66048/ https://ir.uitm.edu.my/id/eprint/66048/1/66048.pdf text en public degree Universiti Teknologi MARA, Kelantan Faculty of Business and Management Ab. Rahim, Roslan
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Ab. Rahim, Roslan
topic	Investment capital formation speculation Investment, capital formation, speculation Investment, capital formation, speculation
spellingShingle	Investment capital formation speculation Investment, capital formation, speculation Investment, capital formation, speculation Abdullah, Rohana A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
description	This study is conducted to answer the question whether interest rate, consumer price index, money supply and foreign exchange rate give effect to the Kuala Lumpur Composite Index (KLCI)'s price performance. In order to measures the interest rate, the base lending rate is applied in this study, while money supply is measures as M2 in monetary aggregate and foreign exchange rate is Malaysia Ringgit quoted as Singapore Dollar. In addition, consumer price index can be proxy to inflation rate. All those factors are considered as independent variables to test whether these factors are giving effect or influence to the KLCI's price, which represent as dependent variable. All the data are collected in monthly basis from 2000 until 2005 and Multiple Linear Regression Analysis Model will be used. Based on the finding, base lending rate and consumer price index are having negative relationship with KLCI's price. Similar with the theory stated that, interest rate and inflation rate are negative relationship with stock prices. Meanwhile, money supply and foreign exchange rate are having positive relationship with the KLCI's price. Overall, among the variables, foreign exchange rate is the most influence factor to the movement or price of the Kuala Lumpur Composite Index.
format	Thesis
qualification_level	Bachelor degree
author	Abdullah, Rohana
author_facet	Abdullah, Rohana
author_sort	Abdullah, Rohana
title	A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
title_short	A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
title_full	A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
title_fullStr	A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
title_full_unstemmed	A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah
title_sort	study on the effect of macroeconomic volatility towards local stock market performance: a case of kuala lumpur composite index (klci) / rohana abdullah
granting_institution	Universiti Teknologi MARA, Kelantan
granting_department	Faculty of Business and Management
publishDate	2006
url	https://ir.uitm.edu.my/id/eprint/66048/1/66048.pdf
_version_	1783735599694348288

A study on the effect of macroeconomic volatility towards local stock market performance: a case of Kuala Lumpur Composite Index (KLCI) / Rohana Abdullah

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