Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)

An economic climate is a major factor in determining the primary trend of a stock market. This study is conducted to examine empirically the impact of the economic factors such as interest, inflation, balance trade, total export and import, deficit balance of payment and national gross product on th...

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Main Author:	Hashibah, Hamid
Format:	Thesis
Language:	eng eng
Published:	2002
Subjects:	QA273-280 Probabilities Mathematical statistics
Online Access:	https://etd.uum.edu.my/513/2/HASHIBAH_HAMID.pdf https://etd.uum.edu.my/513/22/HashibahHamid.pdf
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id	my-uum-etd.513
record_format	uketd_dc
spelling	my-uum-etd.5132019-10-01T08:49:33Z Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI) 2002 Hashibah, Hamid Sekolah Siswazah Sekolah Siswazah QA273-280 Probabilities. Mathematical statistics An economic climate is a major factor in determining the primary trend of a stock market. This study is conducted to examine empirically the impact of the economic factors such as interest, inflation, balance trade, total export and import, deficit balance of payment and national gross product on the Kuala Lumpur Stock Exchange Composite Index (KLCI). Another purpose of the study is to search the best alternative mathematical model to explain the movement of the KLCI using the multiple linear regression method. In order to get the best alternative model, the first step is by performing the transformation for every independent variable so that it will have the linear relationship with the dependenit variable, KLCI. Four methods of regression are using in determining the number of independent variable to be chosen which will make the largest contribution to the regression model. The problems such multicollinearity, heteroscedasticity and autocorrelation have been tested through variance inflation factor, figures and statistic Durbin-Watson. The final model can be considered as the best alternative model since such problems have been minimized and about 99.8% of the variation in the KLCI can be explained by four independent variables. Besides that, thus model has smaller standard error and mean square error much as compared to the other models that is 1.08E-06 and 1.347E-13. The significant economic factors that influence the KLCI movement include interest rate, inflation, total export, deficit balance of payment and the ratio between balance of payment and total export. 'The result of the study showed that, interest rate and inflation do significantly and negatively affected the KLCI. 2002 Thesis https://etd.uum.edu.my/513/ https://etd.uum.edu.my/513/2/HASHIBAH_HAMID.pdf text eng public https://etd.uum.edu.my/513/22/HashibahHamid.pdf text eng validuser masters masters Universiti Utara Malaysia
institution	Universiti Utara Malaysia
collection	UUM ETD
language	eng eng
topic	QA273-280 Probabilities Mathematical statistics
spellingShingle	QA273-280 Probabilities Mathematical statistics Hashibah, Hamid Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
description	An economic climate is a major factor in determining the primary trend of a stock market. This study is conducted to examine empirically the impact of the economic factors such as interest, inflation, balance trade, total export and import, deficit balance of payment and national gross product on the Kuala Lumpur Stock Exchange Composite Index (KLCI). Another purpose of the study is to search the best alternative mathematical model to explain the movement of the KLCI using the multiple linear regression method. In order to get the best alternative model, the first step is by performing the transformation for every independent variable so that it will have the linear relationship with the dependenit variable, KLCI. Four methods of regression are using in determining the number of independent variable to be chosen which will make the largest contribution to the regression model. The problems such multicollinearity, heteroscedasticity and autocorrelation have been tested through variance inflation factor, figures and statistic Durbin-Watson. The final model can be considered as the best alternative model since such problems have been minimized and about 99.8% of the variation in the KLCI can be explained by four independent variables. Besides that, thus model has smaller standard error and mean square error much as compared to the other models that is 1.08E-06 and 1.347E-13. The significant economic factors that influence the KLCI movement include interest rate, inflation, total export, deficit balance of payment and the ratio between balance of payment and total export. 'The result of the study showed that, interest rate and inflation do significantly and negatively affected the KLCI.
format	Thesis
qualification_name	masters
qualification_level	Master's degree
author	Hashibah, Hamid
author_facet	Hashibah, Hamid
author_sort	Hashibah, Hamid
title	Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
title_short	Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
title_full	Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
title_fullStr	Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
title_full_unstemmed	Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)
title_sort	kajian impirikal : impak faktor-faktor ekonomi ke atas indeks komposit bursa saham kuala lumpur (klci)
granting_institution	Universiti Utara Malaysia
granting_department	Sekolah Siswazah
publishDate	2002
url	https://etd.uum.edu.my/513/2/HASHIBAH_HAMID.pdf https://etd.uum.edu.my/513/22/HashibahHamid.pdf
_version_	1747826933334278144

Kajian Impirikal : Impak Faktor-Faktor Ekonomi Ke Atas Indeks Komposit Bursa Saham Kuala Lumpur (KLCI)

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