The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali

This research studies about the macroeconomic factors that influencing stock price volatility. Stock price volatility can be defined as uncertain movements of share price due to several factors such as government control and regulation, foreign competition and the state of economy. However, this stu...

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Main Author: Razali, Nurul Shafiqah
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/93719/1/93719.pdf
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spelling my-uitm-ir.937192024-06-26T16:25:41Z The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali 2017 Razali, Nurul Shafiqah Interest rates Stock price indexes. Stock quotations This research studies about the macroeconomic factors that influencing stock price volatility. Stock price volatility can be defined as uncertain movements of share price due to several factors such as government control and regulation, foreign competition and the state of economy. However, this study only focused on state of economy that can be measured by selected macroeconomics factors. The factors examined in this study include gross domestic product (GDP), consumer price index (CPI), money supply (MS) and Interest Rate (IR). In broad, this study use time series data of period of year from 2000 until 2015 of selected macroeconomic factors had been used to measure the data. 2017 Thesis https://ir.uitm.edu.my/id/eprint/93719/ https://ir.uitm.edu.my/id/eprint/93719/1/93719.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business Management Wan Zakaria, Wan Mohd Farid Harris, Sharazad
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Wan Zakaria, Wan Mohd Farid
Harris, Sharazad
topic Interest rates
Interest rates
spellingShingle Interest rates
Interest rates
Razali, Nurul Shafiqah
The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
description This research studies about the macroeconomic factors that influencing stock price volatility. Stock price volatility can be defined as uncertain movements of share price due to several factors such as government control and regulation, foreign competition and the state of economy. However, this study only focused on state of economy that can be measured by selected macroeconomics factors. The factors examined in this study include gross domestic product (GDP), consumer price index (CPI), money supply (MS) and Interest Rate (IR). In broad, this study use time series data of period of year from 2000 until 2015 of selected macroeconomic factors had been used to measure the data.
format Thesis
qualification_level Bachelor degree
author Razali, Nurul Shafiqah
author_facet Razali, Nurul Shafiqah
author_sort Razali, Nurul Shafiqah
title The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
title_short The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
title_full The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
title_fullStr The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
title_full_unstemmed The macroeconomic factors that influence stock price volatility: evidence from constituents of FTSE Bursa Malaysia KLCI / Nurul Shafiqah Razali
title_sort macroeconomic factors that influence stock price volatility: evidence from constituents of ftse bursa malaysia klci / nurul shafiqah razali
granting_institution Universiti Teknologi MARA, Johor
granting_department Faculty of Business Management
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/93719/1/93719.pdf
_version_ 1804889893944426496