Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa
This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary...
| Main Authors: | , |
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| Format: | Student Project |
| Language: | English |
| Published: |
Faculty of Business and Management
2019
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/23486/ |
| _version_ | 1848805754778157056 |
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| author | Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie |
| author_facet | Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie |
| author_sort | Ramli, Muhammad Nadzmi |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary Least Square method (OLS) to determine the effect of selective variables on stock market performance by using 100 quarterly data observations. The empirical results suggest that exchange rate and oil price has statistically significant positive effect on Malaysia stock market performance while interest rate and money supply has statistically significant negative effect on Malaysia stock market performance. However, inflation is found out to be insignificant in determining the stock market performance of Malaysia. |
| first_indexed | 2025-11-14T22:16:04Z |
| format | Student Project |
| id | uitm-23486 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:16:04Z |
| publishDate | 2019 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-234862019-03-21T01:41:32Z https://ir.uitm.edu.my/id/eprint/23486/ Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE This study examined the impact of selected macroeconomic variables on the performance of Malaysia stock market over the study period from year 1992 to 2017. The selected macroeconomic variables are interest rate, exchange rate, inflation rate, money supply and oil price. This study applied Ordinary Least Square method (OLS) to determine the effect of selective variables on stock market performance by using 100 quarterly data observations. The empirical results suggest that exchange rate and oil price has statistically significant positive effect on Malaysia stock market performance while interest rate and money supply has statistically significant negative effect on Malaysia stock market performance. However, inflation is found out to be insignificant in determining the stock market performance of Malaysia. Faculty of Business and Management 2019 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/23486/1/PPb_MUHAMMAD%20NADZMI%20RAMLI%20M%20BM%2018_5.pdf Ramli, Muhammad Nadzmi and Musa, Nurul Syawalni Izzatie (2019) Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa. (2019) [Student Project] <http://terminalib.uitm.edu.my/23486.pdf> (Unpublished) |
| spellingShingle | Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE Ramli, Muhammad Nadzmi Musa, Nurul Syawalni Izzatie Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title | Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title_full | Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title_fullStr | Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title_full_unstemmed | Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title_short | Effect of macroeconomics variables on stock prices in Bursa Malaysia / Muhammad Nadzmi Ramli and Nurul Syawalni Izzatie Musa |
| title_sort | effect of macroeconomics variables on stock prices in bursa malaysia / muhammad nadzmi ramli and nurul syawalni izzatie musa |
| topic | Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE |
| url | https://ir.uitm.edu.my/id/eprint/23486/ |