Stocks prices, macroeconomic variables and market efficiency: 16 years evidence in Malaysia

Uncovering the dynamic relationship between macroeconomic variables and stock prices is important for policy makers and investors. This paper investigates the interactions between stock market index in Malaysia and five macroeconomic variables for the period from January 1990 to September 2006....

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Bibliographic Details
Main Authors: Arsad, Zainudin, Abd. Wahab, Siti Norhazrina
Format: Conference or Workshop Item
Language:English
Published: 2007
Subjects:
Online Access:http://repo.uum.edu.my/2582/1/Zainudin_Arsad.pdf
http://repo.uum.edu.my/2582/
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Institution: Universiti Utara Malaysia
Language: English