The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar

This study examines the relationship between stock market and major macroeconomic variables in 3 Pacific Rim countries. This study is undertaken because of the controversy opinions about the causal relationship between stock market and macroeconomic aggregates. The variables in this study consist of...

Full description

Saved in:

Bibliographic Details
Main Author:	Mohd Zaabar, Maziatun Adawiah
Format:	Thesis
Language:	English
Published:	2005
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/69667/2/69667.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uitm-ir.69667
record_format	uketd_dc
spelling	my-uitm-ir.696672022-11-23T08:06:27Z The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar 2005 Mohd Zaabar, Maziatun Adawiah Macroeconomics Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations This study examines the relationship between stock market and major macroeconomic variables in 3 Pacific Rim countries. This study is undertaken because of the controversy opinions about the causal relationship between stock market and macroeconomic aggregates. The variables in this study consist of stock market, money supply, national income, interest rate and rate of inflation and the data are collected on monthly basis from 1995 to 2004. The tools such as Regression Model, Correlation Coefficient, and R Square are used to identify the relationship between dependent and independent variables. The T-Statistic and F-Statistic are used to test the significance between the dependent and independent variables. The findings and results show a positive relationship between stock price and major macroeconomic variables. On the other hand the result also found that there are significant relationships with money supply, national income, interest rate and rate of inflation. 2005 Thesis https://ir.uitm.edu.my/id/eprint/69667/ https://ir.uitm.edu.my/id/eprint/69667/2/69667.pdf text en public degree Universiti Teknologi MARA, Kelantan Faculty of Business Management Wan Hassan, Wan Hasni
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Wan Hassan, Wan Hasni
topic	Macroeconomics Macroeconomics Macroeconomics
spellingShingle	Macroeconomics Macroeconomics Macroeconomics Mohd Zaabar, Maziatun Adawiah The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
description	This study examines the relationship between stock market and major macroeconomic variables in 3 Pacific Rim countries. This study is undertaken because of the controversy opinions about the causal relationship between stock market and macroeconomic aggregates. The variables in this study consist of stock market, money supply, national income, interest rate and rate of inflation and the data are collected on monthly basis from 1995 to 2004. The tools such as Regression Model, Correlation Coefficient, and R Square are used to identify the relationship between dependent and independent variables. The T-Statistic and F-Statistic are used to test the significance between the dependent and independent variables. The findings and results show a positive relationship between stock price and major macroeconomic variables. On the other hand the result also found that there are significant relationships with money supply, national income, interest rate and rate of inflation.
format	Thesis
qualification_level	Bachelor degree
author	Mohd Zaabar, Maziatun Adawiah
author_facet	Mohd Zaabar, Maziatun Adawiah
author_sort	Mohd Zaabar, Maziatun Adawiah
title	The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
title_short	The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
title_full	The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
title_fullStr	The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
title_full_unstemmed	The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar
title_sort	relationship between stock market and major macroeconomic variables: a case of three pacific rim countries / maziatun adawiah mohd zaabar
granting_institution	Universiti Teknologi MARA, Kelantan
granting_department	Faculty of Business Management
publishDate	2005
url	https://ir.uitm.edu.my/id/eprint/69667/2/69667.pdf
_version_	1783735899313405952

The relationship between stock market and major macroeconomic variables: a case of three Pacific Rim countries / Maziatun Adawiah Mohd Zaabar

Similar Items