A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz

The main purpose of this study is to determine whether there is any relationship between Kuala Lumpur Stock Exchange Composite Index and macroeconomic variables i.e. Gross National Product(GNP) and Balance Of Payment Position. Literature Review of related studies are discussed in chapter two. Subseq...

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Main Author: Abd. Aziz, Azlin
Format: Thesis
Language:English
Published: 1996
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/36196/
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author Abd. Aziz, Azlin
author_facet Abd. Aziz, Azlin
author_sort Abd. Aziz, Azlin
building UiTM Institutional Repository
collection Online Access
description The main purpose of this study is to determine whether there is any relationship between Kuala Lumpur Stock Exchange Composite Index and macroeconomic variables i.e. Gross National Product(GNP) and Balance Of Payment Position. Literature Review of related studies are discussed in chapter two. Subsequently, chapter three continues with a brief exposure on performance of Malaysian Stock Market and an overview of The Malaysian Economy. A description of Research and Methodology are discussed in chapter four .Data are collected on quarterly basis for a period from January 1986 to 1995. There are 40 observations of each variable. Five empirical findings have been tested with a Multiple Linear Regression and correlation analysis by using Time Series Processor ( TSP). For the analysis carried out, it can be concluded that Kuala Lumpur Stock Exchange Composite Index is positively related to under study variable i.e. Gross National Product (GNP), Balance On current account, Balance On capital Account. However, it is inversely related to Overall Balance Of Payments. The study also indicates that there generally exist a high degree of correlation between KLSE Composite index (KLCI) and other variables.
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spelling uitm-361962022-07-15T08:09:45Z https://ir.uitm.edu.my/id/eprint/36196/ A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz Abd. Aziz, Azlin Balance sheets. Financial statements. Including corporation reports. Financial reporting. Financial disclosure Profits. Corporate profits The main purpose of this study is to determine whether there is any relationship between Kuala Lumpur Stock Exchange Composite Index and macroeconomic variables i.e. Gross National Product(GNP) and Balance Of Payment Position. Literature Review of related studies are discussed in chapter two. Subsequently, chapter three continues with a brief exposure on performance of Malaysian Stock Market and an overview of The Malaysian Economy. A description of Research and Methodology are discussed in chapter four .Data are collected on quarterly basis for a period from January 1986 to 1995. There are 40 observations of each variable. Five empirical findings have been tested with a Multiple Linear Regression and correlation analysis by using Time Series Processor ( TSP). For the analysis carried out, it can be concluded that Kuala Lumpur Stock Exchange Composite Index is positively related to under study variable i.e. Gross National Product (GNP), Balance On current account, Balance On capital Account. However, it is inversely related to Overall Balance Of Payments. The study also indicates that there generally exist a high degree of correlation between KLSE Composite index (KLCI) and other variables. 1996-11 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/36196/1/36196.PDF Abd. Aziz, Azlin (1996) A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz. (1996) Degree thesis, thesis, Universiti Teknologi MARA.
spellingShingle Balance sheets. Financial statements. Including corporation reports. Financial reporting. Financial disclosure
Profits. Corporate profits
Abd. Aziz, Azlin
A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title_full A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title_fullStr A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title_full_unstemmed A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title_short A study on the relationship between stock market prices, gross national product (GNP) and balance of payments position / Azlin Abd. Aziz
title_sort study on the relationship between stock market prices, gross national product (gnp) and balance of payments position / azlin abd. aziz
topic Balance sheets. Financial statements. Including corporation reports. Financial reporting. Financial disclosure
Profits. Corporate profits
url https://ir.uitm.edu.my/id/eprint/36196/