Risk Management via Measuring Impacts of Micro and Macro Economic Factors on Financial Firm Stock Price - A Case of Mitsubishi UFJ in Japan

Abstract

The purpose of paper is to estimate multi factors effects on stock price of a leading financial company in
Japan, called Mitsubishi UFJ (MUFJ). Methods authors use is qualitative and quantitative methods with
support of OLS regression via Eview. We figure out cost has negative relation with stock price Y and net
sale, GDP growth have positive correlation with stock price. Hence, policy implication swill be increasing
economic and GDP growth and reduce CPI. Beside, inflation or CPI and lending rate need to be controlled
more properly. Limitation research is that we need to expand research models for other markets.