The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan

This study investigates the effects of macroeconomic factors on GLC share price returns in Malaysia. The performance of the share price was largely attributed to the GLC Transformation Program launched by the government. To examine the impact of the macroeconomic variables on the share price, we dev...

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Main Author:	Azizan, Norzambri
Format:	Thesis
Language:	English
Published:	2014
Subjects:	Dissertations, Academic Preparation of theses
Online Access:	https://ir.uitm.edu.my/id/eprint/95478/1/95478.pdf
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id	my-uitm-ir.95478
record_format	uketd_dc
spelling	my-uitm-ir.954782024-05-29T16:42:58Z The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan 2014 Azizan, Norzambri Dissertations, Academic. Preparation of theses This study investigates the effects of macroeconomic factors on GLC share price returns in Malaysia. The performance of the share price was largely attributed to the GLC Transformation Program launched by the government. To examine the impact of the macroeconomic variables on the share price, we developed a simple model based on the Multiple Regression using SPSS. By applying the analysis of, regression and statistics, we examine the relationship between G-20 Index and the four selected macroeconomic variables of GDP, IPI, CPI and BLR using yearly data from 1993-2013. The results suggest that the share price and the macroeconomic variables are related and even though negatively. Through the Coefficient of Determination R2, we found that the value of R2 for the study can be explained by the macroeconomics variable and the regression line show almost perfectly fits the data. T-statistics analysis define that before implementation of GLCTP, IPI and BLR are the significant variables towards changes of G20 share price. However, after the implementation of GLCTP, the only variable that significant with the changes of G20 share price is GDP. Finally result for F-statistics found that overall model before and after the implementation of GLCTP is significant. In the whole sample period we found that BLR and IPI may be used to predict the share price because it positively related to the share return. 2014 Thesis https://ir.uitm.edu.my/id/eprint/95478/ https://ir.uitm.edu.my/id/eprint/95478/1/95478.pdf text en public degree Universiti Teknologi MARA, Negeri Sembilan Faculty of Business Management
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Dissertations, Academic Preparation of theses
spellingShingle	Dissertations, Academic Preparation of theses Azizan, Norzambri The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
description	This study investigates the effects of macroeconomic factors on GLC share price returns in Malaysia. The performance of the share price was largely attributed to the GLC Transformation Program launched by the government. To examine the impact of the macroeconomic variables on the share price, we developed a simple model based on the Multiple Regression using SPSS. By applying the analysis of, regression and statistics, we examine the relationship between G-20 Index and the four selected macroeconomic variables of GDP, IPI, CPI and BLR using yearly data from 1993-2013. The results suggest that the share price and the macroeconomic variables are related and even though negatively. Through the Coefficient of Determination R2, we found that the value of R2 for the study can be explained by the macroeconomics variable and the regression line show almost perfectly fits the data. T-statistics analysis define that before implementation of GLCTP, IPI and BLR are the significant variables towards changes of G20 share price. However, after the implementation of GLCTP, the only variable that significant with the changes of G20 share price is GDP. Finally result for F-statistics found that overall model before and after the implementation of GLCTP is significant. In the whole sample period we found that BLR and IPI may be used to predict the share price because it positively related to the share return.
format	Thesis
qualification_level	Bachelor degree
author	Azizan, Norzambri
author_facet	Azizan, Norzambri
author_sort	Azizan, Norzambri
title	The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
title_short	The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
title_full	The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
title_fullStr	The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
title_full_unstemmed	The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan
title_sort	effects of macroeconomic variables on glcs share price: pre and post government link companies transformation programme (glctp) (1993 - 2013) / norzambri azizan
granting_institution	Universiti Teknologi MARA, Negeri Sembilan
granting_department	Faculty of Business Management
publishDate	2014
url	https://ir.uitm.edu.my/id/eprint/95478/1/95478.pdf
_version_	1804889958688751616

The effects of macroeconomic variables on GLCs share price: pre and post government link companies transformation programme (GLCTP) (1993 - 2013) / Norzambri Azizan

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