The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail
The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result c...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2012
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| Online Access: | https://ir.uitm.edu.my/id/eprint/25018/ |
| _version_ | 1848806148613865472 |
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| author | Ismail, Huraiyah Isry |
| author_facet | Ismail, Huraiyah Isry |
| author_sort | Ismail, Huraiyah Isry |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result can be explained by the F-Stat and P Value. The quarterly data of each index for ten (10) years will be used and collected from the Data Stream. Based on the Multiple Linear Regression, the results show that the coefficient of Consumer Price Index, Money Supply and Crude Oil Price are significant with KLCI. It means, any changes in the CPI, Money Supply and Crude Oil Price will affect the return of KLCI. However, interest rate is insignificant with KLCI which means there is no significant relationship between those 2 variables. |
| first_indexed | 2025-11-14T22:22:19Z |
| format | Student Project |
| id | uitm-25018 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:22:19Z |
| publishDate | 2012 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-250182019-08-27T02:37:13Z https://ir.uitm.edu.my/id/eprint/25018/ The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail Ismail, Huraiyah Isry Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE The main purpose of this paper is to determine the four areas of objectives which to study the relationship between Consumer Price Index, Money Supply, Interest Rate and Crude Oil Price to the return of KLCI. To answer these objectives, Multiple Linear Regression has been selected where the result can be explained by the F-Stat and P Value. The quarterly data of each index for ten (10) years will be used and collected from the Data Stream. Based on the Multiple Linear Regression, the results show that the coefficient of Consumer Price Index, Money Supply and Crude Oil Price are significant with KLCI. It means, any changes in the CPI, Money Supply and Crude Oil Price will affect the return of KLCI. However, interest rate is insignificant with KLCI which means there is no significant relationship between those 2 variables. Faculty of Business and Management 2012 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/25018/1/PPb_HURAIYAH%20ISRY%20ISMAIL%20M%20BM%2012_5.pdf Ismail, Huraiyah Isry (2012) The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail. (2012) [Student Project] <http://terminalib.uitm.edu.my/25018.pdf> (Unpublished) |
| spellingShingle | Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE Ismail, Huraiyah Isry The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title | The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title_full | The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title_fullStr | The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title_full_unstemmed | The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title_short | The effects of macroeconomic variables to the return of Bursa Malaysia / Huraiyah Isry Ismail |
| title_sort | effects of macroeconomic variables to the return of bursa malaysia / huraiyah isry ismail |
| topic | Macroeconomics Stock price indexes. Stock quotations Kuala Lumpur. KLSE |
| url | https://ir.uitm.edu.my/id/eprint/25018/ |