The Linkages Between Stock Return And Macroeconomic Variables In Malaysia

The objective of this study is to examine the relationship between stock return and macroeconomic variables in Malaysia. Cointegration test is used to examine the existence of long run relationship between stock return and macroeconomic variables. Besides, Granger causality test is also used to s...

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Bibliographic Details
Main Author: Phang, Chee Kong
Format: Thesis
Language:English
Published: 2006
Subjects:
Online Access:http://eprints.usm.my/47470/1/PHANG%20CHEE%20KONG0000%20cut.pdf
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