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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| Format: | Student Project |
| Language: | English |
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Faculty of Business Management
2015
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| Online Access: | https://ir.uitm.edu.my/id/eprint/20955/ |
| _version_ | 1848805128695447552 |
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| author | Zafrin, Syazwani Ezzaty |
| author_facet | Zafrin, Syazwani Ezzaty |
| author_sort | Zafrin, Syazwani Ezzaty |
| building | UiTM Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T22:06:07Z |
| format | Student Project |
| id | uitm-20955 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:06:07Z |
| publishDate | 2015 |
| publisher | Faculty of Business Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-209552018-10-08T02:33:00Z https://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 https://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. (2015) [Student Project] (Submitted) |
| spellingShingle | Macroeconomics Investment, capital formation, speculation Zafrin, Syazwani Ezzaty Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin |
| title | 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_short | Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin |
| title_sort | relationship between stock market and macroeconomic variables / syazwani ezzaty zafrin |
| topic | Macroeconomics Investment, capital formation, speculation |
| url | https://ir.uitm.edu.my/id/eprint/20955/ |