Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin

The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly...

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Main Author: Zafrin, Syazwani Ezzaty
Format: Student Project
Language:English
Published: Faculty of Business Management 2015
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/20955/
http://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf
id uitm-20955
recordtype eprints
spelling uitm-209552018-10-08T02:33:00Z http://ir.uitm.edu.my/id/eprint/20955/ Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin Zafrin, Syazwani Ezzaty Macroeconomics Investment, capital formation, speculation The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly closing data were collected from January 2006 until January 2015. From the result, it reveals that certain variables have a significant negative relationship towards Stock Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Stock Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Stock Market Indices and it may be useful for regulators, investors, and speculators. Faculty of Business Management 2015-06 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf Zafrin, Syazwani Ezzaty (2015) Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin. [Student Project] (Submitted)
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Macroeconomics
Investment, capital formation, speculation
spellingShingle Macroeconomics
Investment, capital formation, speculation
Zafrin, Syazwani Ezzaty
Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
description The aim of this study is to investigate the relationship between Exchange Rate, Inflation Rate, Money Supply, and Interest Rate to the Stock Market Indices. The study used Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those indices. The quarterly closing data were collected from January 2006 until January 2015. From the result, it reveals that certain variables have a significant negative relationship towards Stock Market Indices and the others are insignificant. It means that there are macroeconomic variables that interdependence towards the Stock Market Indices. Based on the results, it shows further understanding of the relationship between the macroeconomic variables to the Stock Market Indices and it may be useful for regulators, investors, and speculators.
format Student Project
author Zafrin, Syazwani Ezzaty
author_facet Zafrin, Syazwani Ezzaty
author_sort Zafrin, Syazwani Ezzaty
title Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_short Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_full Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_fullStr Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_full_unstemmed Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
title_sort relationship between stock market and macroeconomic variables / syazwani ezzaty zafrin
publisher Faculty of Business Management
publishDate 2015
url http://ir.uitm.edu.my/id/eprint/20955/
http://ir.uitm.edu.my/id/eprint/20955/1/PPb_SYAZWANI%20EZZATTY%20ZAFRIN%20BM%20J%2015_5.pdf
first_indexed 2023-09-18T23:05:33Z
last_indexed 2023-09-18T23:05:33Z
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