Inflation And Stock Market Analysis

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THE RELATIONSHIP BETWEEN INFLATION AND STOCK MARKET: EVIDENCE FROM MALAYSIA, UNITED STATES AND CHINA.
Inflation rate is one of the factors that will influence the volatility and risk of stock market. Inflation is categorized into two categories which are expected inflation and unexpected inflation. Expected inflation defines that there was a plan which created by the economics and consumers year by year. It is less of people holding the cash over time to avoid the condition of depreciation value of money. While, unexpected inflation is dependent on the estimation of the economic and consumers. In general, unexpected inflation brings more harmful effect than expected inflation. The major effect of unexpected inflation is a redistribution of …show more content…

Macroeconomic factors, like Gross Domestic Product, exchange rate, interest rate, inflation rate, money supply, economic crisis and economic liberalization affects the stock market returns in Malaysia. Stock market is critically important to our economy as it channels funds and capital from those who have excess to firms, corporations or individual that can use them more effectively. Several analysis were used to determine the accurate stock market returns and their relationships with the macroeconomic determinants in Malaysia. Precise information about the stock market returns volatility is crucial for decision making by firm from different industry to understand deeper about how Malaysia stock market works to be able to build the right strategy in handling their funds and creating better management portfolio and financial plans. Leverage effects, which stated that negative news and announcements brings bigger volume of shocks to stock market compared to positive news, causing volatility in stock market was found to be exist in Malaysia stock market. Several analysis such as dynamic stock returns volatility estimation, Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH), generalized least squares (GLS) regressions and Random effects (Feasible Generalized Least Squares) …show more content…

For example, money supply and interest rate influenced stock price positively, while inflation influenced stock price negatively. Macroeconomic variables are considered good indicators for predicting and assuming the stock market direction and stock price other than financial variables. It is believed that macroeconomic factors which are publicly available can be used to make investment decisions and past information can be utilized to predict the stock market returns. Macroeconomic variables are important especially to fundamental investors to forecast future trends of stocks in order to make good investment. Macroeconomic variable such as inflation will affect the stock price due to the fact that inflation announcement often reduce the stock price and decrease the discount rate causing the value of the company to reduce, Monetary policy will also affects the stock market as it act as liquidity indicator and economic activity. Changes of money supply will also influence the stock price as higher money supply is related with higher interest rate. Reduced interest rate will lower borrowing cost for investment and loan, thus increasing the investment in stock market and increase the stock price. Exchange rate is also determined to be a macroeconomic variable that will cause stock market

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