Relationship between stock prices and macroeconomic variables in selected Asian markets.

• المؤلف الرئيسي: Sim, Hsien Hui.
• مؤلفون آخرون: Ramin Cooper Maysami
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/7662

This paper employs the Error-Correction Modeling using Hendry's (1986) General-to-Specific approach to examine the short and long run relationships between five macroeconomic variables and the stock returns of Singapore, Malaysia, Japan, Hong Kong, Thailand and South Korea. The macroeconomic va...