The effect of macroeconomic variables towards Malaysia stock market price

The effect of macroeconomic variables towards Malaysia stock market price

The purpose of the study is to find the macroeconomic variables factors that can affect the Malaysia stock market price. This study used the time series data for the variables including stock market price (KLCI), inflation rate, exchange rate, money supply (M2) and unemployment rate. By using the...

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Main Author: Ahmad Sufian, Abdullah
Format: Thesis
Language:eng
eng
Published: 2017
Subjects:
HG Finance
Online Access:https://etd.uum.edu.my/6959/1/s820221_01.pdf
https://etd.uum.edu.my/6959/2/s820221_02.pdf
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id my-uum-etd.6959
record_format uketd_dc
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
advisor Ahmad, Norzalina
topic HG Finance
spellingShingle HG Finance
Ahmad Sufian, Abdullah
The effect of macroeconomic variables towards Malaysia stock market price
description The purpose of the study is to find the macroeconomic variables factors that can affect the Malaysia stock market price. This study used the time series data for the variables including stock market price (KLCI), inflation rate, exchange rate, money supply (M2) and unemployment rate. By using the multiple regressions analysis model the finding shows all macroeconomic variables are significantly influenced Malaysia stock market price (KLCI) including unemployment rate. Besides the macroeconomics factor like money supply, exchange rate and inflation rate, unemployment rate as a new variable been tested to know the impact towards stock market price. However based on the results from the regression analysis shows only money supply (M2) has the positive influences towards Malaysia stock market price
format Thesis
qualification_name other
qualification_level Master's degree
author Ahmad Sufian, Abdullah
author_facet Ahmad Sufian, Abdullah
author_sort Ahmad Sufian, Abdullah
title The effect of macroeconomic variables towards Malaysia stock market price
title_short The effect of macroeconomic variables towards Malaysia stock market price
title_full The effect of macroeconomic variables towards Malaysia stock market price
title_fullStr The effect of macroeconomic variables towards Malaysia stock market price
title_full_unstemmed The effect of macroeconomic variables towards Malaysia stock market price
title_sort effect of macroeconomic variables towards malaysia stock market price
granting_institution Universiti Utara Malaysia
granting_department School of Economics, Finance & Banking
publishDate 2017
url https://etd.uum.edu.my/6959/1/s820221_01.pdf
https://etd.uum.edu.my/6959/2/s820221_02.pdf
_version_ 1747828136457797632
spelling my-uum-etd.69592021-04-28T06:46:16Z The effect of macroeconomic variables towards Malaysia stock market price 2017 Ahmad Sufian, Abdullah Ahmad, Norzalina School of Economics, Finance & Banking School of Economics, Finance and Banking HG Finance The purpose of the study is to find the macroeconomic variables factors that can affect the Malaysia stock market price. This study used the time series data for the variables including stock market price (KLCI), inflation rate, exchange rate, money supply (M2) and unemployment rate. By using the multiple regressions analysis model the finding shows all macroeconomic variables are significantly influenced Malaysia stock market price (KLCI) including unemployment rate. Besides the macroeconomics factor like money supply, exchange rate and inflation rate, unemployment rate as a new variable been tested to know the impact towards stock market price. However based on the results from the regression analysis shows only money supply (M2) has the positive influences towards Malaysia stock market price 2017 Thesis https://etd.uum.edu.my/6959/ https://etd.uum.edu.my/6959/1/s820221_01.pdf text eng public https://etd.uum.edu.my/6959/2/s820221_02.pdf text eng public other masters Universiti Utara Malaysia Adam, A. M., & Tweneboah, G. (2008). Macroeconomic Factors and Stock Market Movement: Evidence from Ghana (No. 11256). University Library of Munich, Germany. Barakat, M. R., Elgazzar, S. H., & Hanafy, K. M. (2015). Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets. International Journal of Economics and Finance, 8(1), 195. Bernanke, B. S., & Blinder, A. S. (1992). The federal funds rate and the channels of monetary transmission. The American Economic Review, 901-921. Bernanke, B. S., & Kuttner, K. N. (2005). What explains the stock market's reaction to Federal Reserve policy?. 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