Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen

This research paper studies the relationship between stock price of Kuala Lumpur Composite Index (KLCI) with three economic determinants which are Exchange Rate (ER), Money Supply (MS) and Real Interest Rate (RIR) from year 1987 to 2016 on a yearly basis with a total of 30 observations. However, ins...

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Main Author:	M. Tajudeen, Laila Aliza
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2018
Subjects:	Interest rates Stock price indexes. Stock quotations Malaysia
Online Access:	http://ir.uitm.edu.my/id/eprint/20872/ http://ir.uitm.edu.my/id/eprint/20872/1/PPb_LAILA%20ALIZA%20M.%20TAJUDEEN%20M%20BM%2018_5.pdf

id	uitm-20872
recordtype	eprints
spelling	uitm-208722018-08-14T03:17:31Z http://ir.uitm.edu.my/id/eprint/20872/ Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen M. Tajudeen, Laila Aliza Interest rates Stock price indexes. Stock quotations Malaysia This research paper studies the relationship between stock price of Kuala Lumpur Composite Index (KLCI) with three economic determinants which are Exchange Rate (ER), Money Supply (MS) and Real Interest Rate (RIR) from year 1987 to 2016 on a yearly basis with a total of 30 observations. However, instead of in emerging markets such as Malaysia most of the studies are carried out in developed countries and large economic nations. Thus, this study aims to extend the existing studies to include the impact of several economics determinants namely Exchange Rate (ER), Money Supply (MS) and Real Interest Rate(RIR) on stock price (KLCI). This paper employed Multiple Linear Regression to examine the statistical relationship and to test the hypotheses. The results had portrays that independent variables which are Exchange Rate (ER) and Money Supply (MS) are significant relationship towards stock price (KLCI). Meanwhile, the results indicated that there is insignificant relationship between Real Interest Rate (RIR) with stock price (KLCI). Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/20872/1/PPb_LAILA%20ALIZA%20M.%20TAJUDEEN%20M%20BM%2018_5.pdf M. Tajudeen, Laila Aliza (2018) Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen. [Student Project] (Unpublished)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	Interest rates Stock price indexes. Stock quotations Malaysia
spellingShingle	Interest rates Stock price indexes. Stock quotations Malaysia M. Tajudeen, Laila Aliza Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
description	This research paper studies the relationship between stock price of Kuala Lumpur Composite Index (KLCI) with three economic determinants which are Exchange Rate (ER), Money Supply (MS) and Real Interest Rate (RIR) from year 1987 to 2016 on a yearly basis with a total of 30 observations. However, instead of in emerging markets such as Malaysia most of the studies are carried out in developed countries and large economic nations. Thus, this study aims to extend the existing studies to include the impact of several economics determinants namely Exchange Rate (ER), Money Supply (MS) and Real Interest Rate(RIR) on stock price (KLCI). This paper employed Multiple Linear Regression to examine the statistical relationship and to test the hypotheses. The results had portrays that independent variables which are Exchange Rate (ER) and Money Supply (MS) are significant relationship towards stock price (KLCI). Meanwhile, the results indicated that there is insignificant relationship between Real Interest Rate (RIR) with stock price (KLCI).
format	Student Project
author	M. Tajudeen, Laila Aliza
author_facet	M. Tajudeen, Laila Aliza
author_sort	M. Tajudeen, Laila Aliza
title	Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
title_short	Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
title_full	Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
title_fullStr	Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
title_full_unstemmed	Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen
title_sort	factors affecting the volatility of stock price in malaysia / laila aliza m. tajudeen
publisher	Faculty of Business and Management
publishDate	2018
url	http://ir.uitm.edu.my/id/eprint/20872/ http://ir.uitm.edu.my/id/eprint/20872/1/PPb_LAILA%20ALIZA%20M.%20TAJUDEEN%20M%20BM%2018_5.pdf
first_indexed	2023-09-18T23:05:22Z
last_indexed	2023-09-18T23:05:22Z
_version_	1777418447631679488

Factors affecting the volatility of stock price in Malaysia / Laila Aliza M. Tajudeen

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