The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail

The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result c...

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Bibliographic Details
Main Author:	Ismail, Huraiyah Isry
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2012
Subjects:	Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE
Online Access:	http://ir.uitm.edu.my/id/eprint/25018/ http://ir.uitm.edu.my/id/eprint/25018/1/PPb_HURAIYAH%20ISRY%20ISMAIL%20M%20BM%2012_5.pdf

id	uitm-25018
recordtype	eprints
spelling	uitm-250182019-08-27T02:37:13Z http://ir.uitm.edu.my/id/eprint/25018/ The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail Ismail, Huraiyah Isry Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result can be explained by the F-Stat and P Value. The quarterly data of each index for ten (10) years will be used and collected from the Data Stream. Based on the Multiple Linear Regression, the results show that the coefficient of Consumer Price Index, Money Supply and Crude Oil Price are significant with KLCI. It means, any changes in the CPI, Money Supply and Crude Oil Price will affect the return of KLCI. However, interest rate is insignificant with KLCI which means there is no significant relationship between those 2 variables. Faculty of Business and Management 2012 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25018/1/PPb_HURAIYAH%20ISRY%20ISMAIL%20M%20BM%2012_5.pdf Ismail, Huraiyah Isry (2012) The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail. [Student Project] (Unpublished)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 Ismail, Huraiyah Isry The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
description	The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result can be explained by the F-Stat and P Value. The quarterly data of each index for ten (10) years will be used and collected from the Data Stream. Based on the Multiple Linear Regression, the results show that the coefficient of Consumer Price Index, Money Supply and Crude Oil Price are significant with KLCI. It means, any changes in the CPI, Money Supply and Crude Oil Price will affect the return of KLCI. However, interest rate is insignificant with KLCI which means there is no significant relationship between those 2 variables.
format	Student Project
author	Ismail, Huraiyah Isry
author_facet	Ismail, Huraiyah Isry
author_sort	Ismail, Huraiyah Isry
title	The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
title_short	The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
title_full	The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
title_fullStr	The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
title_full_unstemmed	The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
title_sort	effects of macroeconomic variables to the return of bursa malaysia / huraiyah isry ismail
publisher	Faculty of Business and Management
publishDate	2012
url	http://ir.uitm.edu.my/id/eprint/25018/ http://ir.uitm.edu.my/id/eprint/25018/1/PPb_HURAIYAH%20ISRY%20ISMAIL%20M%20BM%2012_5.pdf
first_indexed	2023-09-18T23:13:52Z
last_indexed	2023-09-18T23:13:52Z
_version_	1777418982245007360

The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail

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