A study on macroeconomic variables that influence Malaysian stock price / Nor Amira Mat Nawi
The aims of this research are to examine the relationship between Malaysian Stock Price which is Kuala Lumpur Composite Index (KLCI) and selected macroeconomic variables namely inflation Rate (Consumer Price Index), Exchange Rate and Money Supply (M2). The methodology used was Multiple Regression An...
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| Format: | Student Project |
| Language: | English |
| Published: |
2012
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| Online Access: | http://ir.uitm.edu.my/id/eprint/41782/1/41782.pdf http://ir.uitm.edu.my/id/eprint/41782/ |
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| Summary: | The aims of this research are to examine the relationship between Malaysian Stock Price which is Kuala Lumpur Composite Index (KLCI) and selected macroeconomic variables namely inflation Rate (Consumer Price Index), Exchange Rate and Money Supply (M2). The methodology used was Multiple Regression Analysis which to identify the relationship between both of the Malaysian stock price and macroeconomic variables. The monthly sample data taken for the period of 5 years for each variables. Result shows that all variables have significance correlation with the KLCI. Whilst inflation rate and exchange rate have negative relationship with KLCI. Results also show that M2 has a positive relationship with KLCI which means that all variables have significant relationship with the Malaysian stock price |
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