Influences Of Macroeconomic Variables On The Malaysian Stock Market

Mei, Cheng Mei (2005) Influences Of Macroeconomic Variables On The Malaysian Stock Market. Masters thesis, Multimedia University.

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Abstract

This study examines the determinants of stock returns in the Malaysian stock market for the period from January 1992 to December 2003 by investigating the influences of eight macroeconomic variables, viz. inflation rates, industrial production, Kuala Lumpur Stock Exchange Composite Index (KLCI), Dow Jones Industrial Average, Nikkei Industrial Average, money supply, interest rates and exchange rates.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance > HG1710 Electronic Funds Transfers
Divisions: Faculty of Management (FOM)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 05 Jul 2010 02:50
Last Modified: 05 Jul 2010 02:50
URI: http://shdl.mmu.edu.my/id/eprint/766

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