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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Main Authors: | , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
2007
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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 |