An empirical analysis of sectoral indices movement in Malaysian stock market

The aim of this study is to investigate the dynamic movement between sectoral indices in the Malaysian Stock Market and the three macroeconomic variables, namely oil price (OP), gold price (GP), and exchange rate (ER) during the period 1995-2014. Using the Augmented Dickey- Fuller and Phillip Perron...

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Bibliographic Details
Main Authors: Ahmad, I. (Author), Pyeman, J. (Author)
Format: Article
Language:English
Published: Academy of Business and Retail Management Research 2017
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