Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa

This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary...

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Main Authors:	Ramli, Muhammad Nadzmi, Musa, Nurul Syawalni Izzatie
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2019
Subjects:	Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE
Online Access:	http://ir.uitm.edu.my/id/eprint/23486/ http://ir.uitm.edu.my/id/eprint/23486/1/PPb_MUHAMMAD%20NADZMI%20RAMLI%20M%20BM%2018_5.pdf

id	uitm-23486
recordtype	eprints
spelling	uitm-234862019-03-21T01:41:32Z http://ir.uitm.edu.my/id/eprint/23486/ Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary Least Square method (OLS) to determine the effect of selective variables on stock market performance by using 100 quarterly data observations. The empirical results suggest that exchange rate and oil price has statistically significant positive effect on Malaysia stock market performance while interest rate and money supply has statistically significant negative effect on Malaysia stock market performance. However, inflation is found out to be insignificant in determining the stock market performance of Malaysia. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23486/1/PPb_MUHAMMAD%20NADZMI%20RAMLI%20M%20BM%2018_5.pdf Ramli, Muhammad Nadzmi and Musa, Nurul Syawalni Izzatie (2019) Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE
spellingShingle	Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
description	This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary Least Square method (OLS) to determine the effect of selective variables on stock market performance by using 100 quarterly data observations. The empirical results suggest that exchange rate and oil price has statistically significant positive effect on Malaysia stock market performance while interest rate and money supply has statistically significant negative effect on Malaysia stock market performance. However, inflation is found out to be insignificant in determining the stock market performance of Malaysia.
format	Student Project
author	Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie
author_facet	Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie
author_sort	Ramli, Muhammad Nadzmi
title	Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
title_short	Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
title_full	Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
title_fullStr	Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
title_full_unstemmed	Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
title_sort	effect of macroeconomics variables on stock prices in bursa malaysia / muhammad nadzmi ramli and nurul syawalni izzatie musa
publisher	Faculty of Business and Management
publishDate	2019
url	http://ir.uitm.edu.my/id/eprint/23486/ http://ir.uitm.edu.my/id/eprint/23486/1/PPb_MUHAMMAD%20NADZMI%20RAMLI%20M%20BM%2018_5.pdf
first_indexed	2023-09-18T23:10:47Z
last_indexed	2023-09-18T23:10:47Z
_version_	1777418787830628352

Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa

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