Dynamic relationship between sector-specific indices and macroeconomic fundamentals / Jaafar Pyeman and Ismail Ahmad

• Main Authors: Pyeman, Jaafar, Ahmad, Ismail
• Format: Article
• Language: English
• Published: Accounting Research Institute (ARI) & Faculty of Accountancy 2009
• Online Access: http://ir.uitm.edu.my/id/eprint/261/1/AJ_JAAFAR%20PYEMAN%20MAR%2009.pdf; http://ir.uitm.edu.my/id/eprint/261/; https://mar.uitm.edu.my/
• Institution: Universiti Teknologi Mara

This study focuses on the issue of long-run and short-run relationships between sector-specific indices of Bursa Malaysia and macroeconomic variables. The traditional variable under observation in analyzing stock market performance has been an aggregate stock market index. However, the application o...