The determinants of stock market return / Ameza Abd Aziz
Bibliographic record
Abstract
This paper aims at finding out the relationships between FTSE Bursa Malaysia Kuala Lumpur Composite Index and four macroeconomic variables which are interest rate (IR), money supply (MS), industrial production index (IPI) and exchange rate (ER) from Quarter 1 2004 to Quarter 4 2013 which contains a quarterly data set of 40 observations. This paper employs Multiple Linear Regression with time series data sourced from DataStream. Subsequently, econometric tests are to be conducted to observe the relationship of the macroeconomic variables to the stock market return, FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). Interactive software package E-view would be used for testing and analysing the data collected. The study is an attempt to investigate the relationship of the chosen macroeconomic variables towards influencing FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results indicate that FBMKLCI is consistently examined by interest rate and money supply. For the industrial production index and exchange rate, the linkage with FBMKLCI turns to be insignificant.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.003 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.007 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".