The impact of macroeconomic variables on Brusa Stock Exchange using machine learning model
This paper attempts to explore the relationship between four macroeconomic variables on Bursa Stock Exchange using the Machine Learning method. Quarterly data has been used from 2015 quarter 1 until 2022 quarter 4 for all the variables like, overnight policy rate, industrial production index, consum...
| Main Author: | Kok, Yu Chen |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2024
|
| Online Access: | https://eprints.nottingham.ac.uk/76056/ |
Similar Items
Scrutinising the asymmetric impact of macroeconomic variables to stock return in Malaysia
by: Siah, Boon Kiat, et al.
Published: (2014)
by: Siah, Boon Kiat, et al.
Published: (2014)
The impact of macroeconomic variables on the performance of the Kuala Lumpur Stock Exchange (KLSE) / Muhummud Iqbal Khadaroo.
by: Khadaroo, Muhummud Iqbal
Published: (2000)
by: Khadaroo, Muhummud Iqbal
Published: (2000)
The impact of macroeconomics variables on bank's stock return : evidence from Malaysia
by: Lim, Kee Foong, et al.
Published: (2012)
by: Lim, Kee Foong, et al.
Published: (2012)
The impact of macroeconomic variables on the stock market performance in Japan
by: Yip, Jia Shen, et al.
Published: (2014)
by: Yip, Jia Shen, et al.
Published: (2014)
The review of stock returns and macroeconomic variables
by: Ali, Umar Ahmad, et al.
Published: (2015)
by: Ali, Umar Ahmad, et al.
Published: (2015)
The review of stock returns and macroeconomic variables
The effects of Macroeconomics on the Kazakhstan Stock Exchange Market
by: Baiturganova, Albina
Published: (2010)
by: Baiturganova, Albina
Published: (2010)
Do local or global macroeconomics variables explain the cumulative Colombian stock exchange index in dollars?
by: Espitia-Murcia, Felipe E.
Published: (2020)
by: Espitia-Murcia, Felipe E.
Published: (2020)
The Impact of Macroeconomic Variables on Overall and Segmented Stock Market Returns in China
by: HU, YING
Published: (2020)
by: HU, YING
Published: (2020)
Impact of macroeconomic variables on stock market development: Evidence from Malaysia
by: Yong, Shin Ying, et al.
Published: (2013)
by: Yong, Shin Ying, et al.
Published: (2013)
Macroeconomics Variables and the Stock Market : The Case of Russia
by: Yelyubayev, Talgat
Published: (2011)
by: Yelyubayev, Talgat
Published: (2011)
Macroeconomic Variables Influence on Stock Market Performance
by: Norazidah, Shamsudin, et al.
Published: (2021)
by: Norazidah, Shamsudin, et al.
Published: (2021)
Weather, macroeconomic variables and stock price in japan
by: Chai, Kheng Ying
Published: (2015)
by: Chai, Kheng Ying
Published: (2015)
Influences Of Macroeconomic Variables On The Malaysian Stock Market
by: Mei, Cheng Mei
Published: (2005)
by: Mei, Cheng Mei
Published: (2005)
The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)
by: Goh, Lee Hua, et al.
Published: (2013)
Relationship between macroeconomic variables and stock market indices: cointegration evidence from stock exchange of
Singapore’s all-S sector indices
by: Ramin Cooper Maysami,, et al.
Published: (2005)
by: Ramin Cooper Maysami,, et al.
Published: (2005)
Macroeconomic variables that affect the exchange rate volatility in Malaysia
by: Chai, Jia Jing, et al.
Published: (2018)
by: Chai, Jia Jing, et al.
Published: (2018)
The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)
by: Phang, Chee Kong
Published: (2006)
The Linkages Between
Stock Return And Macroeconomic Variables
In Malaysia
by: Phang, Chee Kong
Published: (2006)
by: Phang, Chee Kong
Published: (2006)
The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)
by: Phang, Chee Kong
Published: (2006)
The Linkages Between
Stock Return And Macroeconomic Variables
In Malaysia
by: Phang, Chee Kong
Published: (2006)
by: Phang, Chee Kong
Published: (2006)
Effects of macroeconomic variables on stock prices in Malaysia: an approach of error correction model
by: Mohd Thas Thaker, Mohamed Asmy, et al.
Published: (2010)
by: Mohd Thas Thaker, Mohamed Asmy, et al.
Published: (2010)
Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)
by: Adenike, Azeez Aminat
Published: (2009)
The impact of macroeconomic variables towards Malaysian stock market / Muhammad Syukri Mohamad Mohtar
by: Mohamad Mohtar, Muhammad Syukri
Published: (2015)
by: Mohamad Mohtar, Muhammad Syukri
Published: (2015)
The impact of macroeconomic variables on the Indonesian stock market volatility: conventional vis-a-vis Islamic stock market
by: Surur, Miftaskhus, et al.
Published: (2012)
by: Surur, Miftaskhus, et al.
Published: (2012)
Macroeconomic Variables Influence On Stock Return: Evidence From China
by: Lei, Huang
Published: (2009)
by: Lei, Huang
Published: (2009)
The Relationship between Macroeconomic Variables and Stock Market Performance in Thailand
by: Lee, Yeow Keat, et al.
Published: (2017)
by: Lee, Yeow Keat, et al.
Published: (2017)
Impact of Macroeconomic Factors towards Price Index Performance in
New York Stock Exchange Market
by: Yang, Zhiqiang, et al.
Published: (2024)
by: Yang, Zhiqiang, et al.
Published: (2024)
MACROECONOMIC IMPACT ON STOCK PRICE VOLATILITY: EVIDENCE FROM UK AND US
by: Yu, Qing
Published: (2012)
by: Yu, Qing
Published: (2012)
Causal relationship between stock market returns and macroeconomic variables in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)
by: Ali, Umar Ahmad, et al.
Published: (2015)
Macroeconomic Variables on Indonesia Stock Market Return: Quantile Regression Approach
by: Lavi, Evan Wiranata
Published: (2017)
by: Lavi, Evan Wiranata
Published: (2017)
The Effects of Macroeconomic Variables on Stock Market in China: The Case of CSI 300
by: YAO, Jiaming
Published: (2019)
by: YAO, Jiaming
Published: (2019)
Dynamic Causal Analysis between
the Stock Market and Macroeconomic Variables in the USA
by: Chung, Rhys
Published: (2021)
by: Chung, Rhys
Published: (2021)
The effects of macroeconomics variables on stock
index: Kuala Lumpur Composite Index
by: Abu Zarim, Noraznida
Published: (2014)
by: Abu Zarim, Noraznida
Published: (2014)
Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
by: Zafrin, Syazwani Ezzaty
Published: (2015)
by: Zafrin, Syazwani Ezzaty
Published: (2015)
The dynamic relationships of macroeconomic variables and stock index : study of Malaysia and Singapore
by: Yap, Sarah Siong Yen
Published: (2012)
by: Yap, Sarah Siong Yen
Published: (2012)
Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)
by: Chia, Mong Yin, et al.
Published: (2013)
Influence of Macroeconomic Variables on Stock Price Index: Evidence from Malaysia
by: Ong, Bao Sheng, et al.
Published: (2017)
by: Ong, Bao Sheng, et al.
Published: (2017)
Causal relationship between stock market returns and macroeconomic variables in Nigeria
Linkages Between Macroeconomic Variables and the BSE Stock Indices :An Application of the Vector Error Correction Model
by: Shah, Preksha
Published: (2007)
by: Shah, Preksha
Published: (2007)
Similar Items
-
Scrutinising the asymmetric impact of macroeconomic variables to stock return in Malaysia
by: Siah, Boon Kiat, et al.
Published: (2014) -
The impact of macroeconomic variables on the performance of the Kuala Lumpur Stock Exchange (KLSE) / Muhummud Iqbal Khadaroo.
by: Khadaroo, Muhummud Iqbal
Published: (2000) -
The impact of macroeconomics variables on bank's stock return : evidence from Malaysia
by: Lim, Kee Foong, et al.
Published: (2012) -
The impact of macroeconomic variables on the stock market performance in Japan
by: Yip, Jia Shen, et al.
Published: (2014) -
The review of stock returns and macroeconomic variables
by: Ali, Umar Ahmad, et al.
Published: (2015)