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

• প্রধান লেখক: Mohd Nasir, Noormahayu (লেখক), Mohd Hassan, Norsilawati (লেখক), Nasir, Zarul Azhar (লেখক), Mohd Harun, Mohd Fauzi (লেখক)
• বিন্যাস: গ্রন্থ
• প্রকাশিত: 2013.
• বিষয়গুলি: Article; PeerReviewed
• অনলাইন ব্যবহার করুন: 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)...