Macroeconomic factors as the determinants of stock market return in Malaysia: multivariate cointegration and causality analysis / Noormahayu Mohd Nasir ... [et al.]

• Auteurs principaux: Mohd Nasir, Noormahayu (Auteur), Mohd Hassan, Norsilawati (Auteur), Nasir, Zarul Azhar (Auteur), Mohd Harun, Mohd Fauzi (Auteur)
• Format: Livre
• Publié: 2013.
• Sujets: Article; PeerReviewed
• Accès en ligne: Link Metadata

This paper investigates the factors that determine Stock Market Return (KLCI) in Malaysia for the period 1996-2011. Researcher employed KLCI to proxy for Malaysian stock market return. The determinant factors studied are based on lending rate (BLR), exchange rate (EXR), gross domestic product (GDP)...