Paper Title
Prediction of All Share Price Index in Colombo Stock Exchange on Macroeconomic Changes

Abstract
This study is going to develop a model to predict the All Share Price Index in Colombo Stock Exchange on the changes of macroeconomic variables. Same time it is going to be examined the impact of macroeconomic variables on share price. Interest rate, Consumer price index and Exchange rate were used as macroeconomic variables and monthly data were collected from the reports of Central Bank of Sri Lanka for the time period from 2005 to 2015. Data on All Share price Index were collected from data library, issued by Colombo Stock Exchange. Stationary of the data were checked using Augmented Dickey Fuller test and it showed that all the variables are stationary at first difference. Then normality of the data was checked using Anderson Darling Technique. Correlation was checked using Pearson correlation coefficient among independent variables. Because exchange rate and consumer price index are highly correlated two models were developed. Two multiple regression models were significance showing significant negative impact of interest rate while significant positive impact of exchange rate and consumer price index. Keywords� All Share Price Index, Interest Rate, Exchange Rate, Consumer Price Index, Regression.