Dynamic relationship between sector-specific indices and macroeconomic fundamentals / Jaafar Pyeman and Ismail Ahmad
This study focuses on the issue of long-run and short-run relationships between sector-specific indices of Bursa Malaysia and macroeconomic variables. The traditional variable under observation in analyzing stock market performance has been an aggregate stock market index. However, the application o...
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Format: | Article |
Language: | English |
Published: |
Accounting Research Institute (ARI) & Faculty of Accountancy,
2009-07.
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Subjects: | |
Online Access: | Get fulltext View Fulltext in UiTM IR |