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

• Main Author: Razali, Nurul Shafiqah
• Format: Thesis
• Language: English
• Published: 2017
• Subjects: Interest rates; Stock price indexes. Stock quotations
• Online Access: https://ir.uitm.edu.my/id/eprint/93719/1/93719.pdf; https://ir.uitm.edu.my/id/eprint/93719/

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.