An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan
This paper attempts to investigate about the relationship between three macroeconomic variables and stock return market from 2008 until 2011 that contains monthly data for 48 sample number of observations. The macroeconomic variables being investigated are consumer price index, money supply measured...
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my.uitm.ir.411912021-02-02T05:45:32Z http://ir.uitm.edu.my/id/eprint/41191/ An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan Roslan, Nor Artini Macroeconomics Investment companies. Investment trusts. Mutual funds Stockbrokers. Security dealers. Investment advisers. Online stockbrokers Stock price indexes. Stock quotations This paper attempts to investigate about the relationship between three macroeconomic variables and stock return market from 2008 until 2011 that contains monthly data for 48 sample number of observations. The macroeconomic variables being investigated are consumer price index, money supply measured by M2, and interest rate and the stock market return is Kuala Lumpur Composite Index. Multiple Regressions is used to examine the existence of relationship between stock return and macroeconomic variables. Additionally, this paper investigates which macroeconomic variables are most and least significant with stock market return which is Kuala Lumpur Composite Index. The results of the regression analysis indicate that KLCI is significant and positive relationship examined by money supply. Consumer price index is significant but negative relationship with stock price but interest rate is insignificant and positive relationship with stock prices. Industrial Production is significant positive relationship 2013-01 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/41191/1/41191.pdf Roslan, Nor Artini (2013) An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan. [Student Project] (Unpublished) |
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Macroeconomics Investment companies. Investment trusts. Mutual funds Stockbrokers. Security dealers. Investment advisers. Online stockbrokers Stock price indexes. Stock quotations |
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Macroeconomics Investment companies. Investment trusts. Mutual funds Stockbrokers. Security dealers. Investment advisers. Online stockbrokers Stock price indexes. Stock quotations Roslan, Nor Artini An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
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This paper attempts to investigate about the relationship between three macroeconomic variables and stock return market from 2008 until 2011 that contains monthly data for 48 sample number of observations. The macroeconomic variables being investigated are consumer price index, money supply measured by M2, and interest rate and the stock market return is Kuala Lumpur Composite Index. Multiple Regressions is used to examine the existence of relationship between stock return and macroeconomic
variables. Additionally, this paper investigates which macroeconomic variables are most and least significant with stock market return which is Kuala Lumpur Composite Index. The results of the regression analysis indicate that KLCI is significant and positive relationship examined by money supply. Consumer price index is significant but negative relationship with stock price but interest rate is insignificant and positive relationship with stock prices. Industrial Production is significant positive relationship |
format |
Student Project |
author |
Roslan, Nor Artini |
author_facet |
Roslan, Nor Artini |
author_sort |
Roslan, Nor Artini |
title |
An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
title_short |
An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
title_full |
An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
title_fullStr |
An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
title_full_unstemmed |
An empirical analysis of macroeconomic variables and stock market return / Nor Artini Roslan |
title_sort |
empirical analysis of macroeconomic variables and stock market return / nor artini roslan |
publishDate |
2013 |
url |
http://ir.uitm.edu.my/id/eprint/41191/1/41191.pdf http://ir.uitm.edu.my/id/eprint/41191/ |
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1691735771703148544 |
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13.18916 |