Effect On Macroeconomic Variables On Stock Market Performance In Malaysia
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Effect On Macroeconomic Variables On Stock Market Performance In Malaysia
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Author : WONG YING LING (TP031027)
language : en
Publisher:
Release Date : 2016
Effect On Macroeconomic Variables On Stock Market Performance In Malaysia written by WONG YING LING (TP031027) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Consumer price indexes categories.
Impact Of Macroeconomic Variables On Stock Market Of Malaysia
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Author : ALAM RASHEED (TP037082)
language : en
Publisher:
Release Date : 2016
Impact Of Macroeconomic Variables On Stock Market Of Malaysia written by ALAM RASHEED (TP037082) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Macroeconomics categories.
A Study On The Factors Affecting The Stock Market Returns In Malaysia
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Author : Dercio Chauque
language : en
Publisher: Grin Publishing
Release Date : 2017-10-24
A Study On The Factors Affecting The Stock Market Returns In Malaysia written by Dercio Chauque and has been published by Grin Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-24 with categories.
Bachelor Thesis from the year 2017 in the subject Economics - Finance, grade: 2, Asia Pacific University of Technology and Innovation, language: English, abstract: This research paper investigates the dynamic relationship between Kuala Lumpur Composite Index (KLCI) and four selected macroeconomic variables namely exchange rate, inflation rate, crude oil price and foreign direct investment. The research consists of 108 monthly observations from the period of January 2007 to December 2015. In this research, the Augmented Dickey-Fuller test (ADF) showed that at 5% significance level, all the variables are stationary at first difference. For the diagnostic tests, there is no multicollinearity, heteroscedasticity, autocorrelation, and model specification problems. However, normality problem was detected in the model. Moreover, Granger causality test and OLS regression model were carried out to determine the short-run and long-run relationships between the KLCI and the selected macroeconomic variables respectively. Results suggest that in the short-run there is no relationship between the KLCI and the four selected macroeconomic variables. However, in the long-run exchange rate, inflation rate, and crude oil prices are found to significantly affect the performance of KLCI, whereas foreign direct investment is found not to influence the movements of KLCI. The exchange rate and inflation negatively affect the KLCI, and the crude oil price has a positive impact in the KLCI movements.
A Study About The Relationship Between The Macroeconomic Variables And The Stock Market Performance In Malaysia
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Author : LEE WAN CHING (TP038359)
language : en
Publisher:
Release Date : 2019
A Study About The Relationship Between The Macroeconomic Variables And The Stock Market Performance In Malaysia written by LEE WAN CHING (TP038359) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Foreign exchange rates categories.
The Impact Of Macroeconomic Variables On The Stock Market Index
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Author : IBRAHIM AS'AD (TP034680)
language : en
Publisher:
Release Date : 2015
The Impact Of Macroeconomic Variables On The Stock Market Index written by IBRAHIM AS'AD (TP034680) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Macroeconomic categories.
Relationship Between Stock Market And Macroeconomics Variables
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Author : Sharifah Syed Jaafar
language : en
Publisher:
Release Date : 2013
Relationship Between Stock Market And Macroeconomics Variables written by Sharifah Syed Jaafar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Purpose - The purpose of this paper is to explore the extent to which macroeconomics variables effect the stock price fluctuation in Malaysia.Design/methodology/approach - This paper employs time series data as it use 60 months of observations of each macroeconomics variables. Findings - The result suggest that money supply (M3) and exchange rate seem to be suitable targets in order to stabilize the stock prices and to encourage more capital flows into the market. As for consumer price index (CPI) and Industrial performance index (IPI), the paper finds that these variables do not give effect to the stock prices.Research limitations/implications - The result of this study are limited to the 2008 stock market period until the beginning of the year 2013 for the stock prices in Malaysia.Practical implications - Originality/value - The paper adopts the latest time series econometrics technique to test for regression. And it is among the earliest attempts to investigate the relationship between the macroeconomics variables and the stock prices changes on the stock market in Malaysia.
The Volatility Of Us Dollar And The Impact On The Malaysian Stock Market
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Author : Kashan Pirzada
language : en
Publisher:
Release Date : 2017
The Volatility Of Us Dollar And The Impact On The Malaysian Stock Market written by Kashan Pirzada and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
Objective - The purpose of this paper is to observe the volatile movement of the US dollar ('USD') and its impact on the Malaysian stock market.Methodology/Technique - This study would look at how the USD had progressed and how it delivers a significant effect on the Malaysian stock market; this is presented by the FBM Kuala Lumpur Composite Index ('FBM KLCI'). This index acts as one of the indicators for internal and external investors on the overall performance of the Malaysian stock market, and thus on their economic state in general.Findings - After the simple regression analysis was conducted in this study, the results confirmed that the USD has a positive relationship with the FBM KLCI. The null hypothesis has been rejected, and the test was statistically significant at 10% confidence level.Novelty - Previous research has focused on the countries of the author and few have touched numbers of macroeconomic variables at large. In this paper, only the Malaysian view is considered, and the macroeconomic variable will merely focus on the exchange rate of the USD against the Ringgit.
Effects Of Macroeconomic Variables On Stock Prices In Malaysia
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Author : Mohamed Asmy Mohd. Thas Thaker
language : en
Publisher:
Release Date : 2009
Effects Of Macroeconomic Variables On Stock Prices In Malaysia written by Mohamed Asmy Mohd. Thas Thaker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
The Impact Of Macro Economic Variables On Stock Market Performance Evidence From Sri Lanka
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Author : Habeeb Mohamed Nijam
language : en
Publisher:
Release Date : 2015
The Impact Of Macro Economic Variables On Stock Market Performance Evidence From Sri Lanka written by Habeeb Mohamed Nijam and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Investigations of relationship between macro-economic factors and performance of stock markets at many emerging economies including that of Sri Lanka are relatively limited on one hand and required to be repeated as the underlying economic settings of such economies have rapidly changed over the years. Post war economic context and subsequent macro-economic revitalizations in Sri Lanka influenced the performance of capital market of Sri Lanka and hence the investigations on 'how does and at what extent the Sri Lankan stock market responds to such macroeconomic developments?' is an important empirical question. This study thus investigates the relationships between the All share price index of Colombo stock exchange and five macroeconomic variables, namely, Gross domestic product (GDP), Inflation proxied by wholesale price index(WPI) , Interest rate (IR), Balance of payment (BP) and Exchange rate (ER) over the period from 1980 to 2012. Ordinary Least Square (OLS) is used to estimate the parameters of the regression model, with the application of linear, linear-log, log-log and log-linear data transformation for choosing the appropriate model fitting the data. The serial correlation problem was tested using Durbin-Watson statistics. In this study, Durbin-Watson statistics of the log-log model, which had the highest R2 of 82%, was 1.88 confirming that there was no serial correlation issue. The analysis reveals that macroeconomic variables and the stock market index (All share price index) in Sri Lanka are significantly related. It is observed that the stock market index significantly positively relates to GDP, ER and IR while it negatively relates to inflation proxied by wholesale price index of Sri Lanka. The Balance of payment is found to be insignificant in determining the stock market performance in Sri Lanka.
Macroeconomic Patterns And Stories
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Author : Edward E. Leamer
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-11-21
Macroeconomic Patterns And Stories written by Edward E. Leamer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-21 with Business & Economics categories.
The story of this book began with my dif?cult transition from teaching international economics and econometrics in Economics Ph. D. programs at Harvard and UCLA to teaching in the MBA programs at the Anderson School at UCLA. On the basis of 20 years of apparent teaching success in Ph. D. education, I arrived at the Anderson School in 1990 with a self-image as a star teacher, but I was greeted with highly disturbingmediocreteachingevaluations. Facedwithadatasetthatwasinconsistent with my view of reality, I did what analysts usually do – I formulated a theory why the data were misleading. Here is how I thought about it. Two aspects of the course – content and amu- ment – drive numerical course evaluations. If you rank courses by the average of the content score and the amusement score, then the component that can be measured most accurately will determine the ranking. Do you understand why? It is what - eraging does: it eliminates the noise. Suppose, for example, that a student cannot tell anything about the content, and the content score is simply a random number, varying from student to student. Those random numbers will average out across students to about the same number for each course. As the average course content score is about the same for every course, it is the amusement score that will drive the rankings.
