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

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)...

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Bibliographic Details

Main Authors:	Mohd Nasir, Noormahayu, Mohd Hassan, Norsilawati, Nasir, Zarul Azhar, Mohd Harun, Mohd Fauzi
Format:	Article
Language:	en
Published:	2013
Subjects:	Investment, capital formation, speculation Malaysia Stock price indexes. Stock quotations Kuala Lumpur. KLSE
Online Access:	https://ir.uitm.edu.my/id/eprint/61255/1/61255.pdf https://ir.uitm.edu.my/id/eprint/61255/ http://myjms.mohe.gov.my/index.php/tifej
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