Macroeconomic variables and stock returns in Malaysia: an application of the ARDL bound testing approach
Rosylin Mohd. Yusof and M. Shabri Abd. Majid
Savings and Development Vol. 31(2007), No. 4, pp. 449-469
The study seeks to explore the extent to which macroeconomic variables affect the stock market behavior in the emerging market of Malaysia in the post 1997 financial crisis period, using the latest time series econometrics technique to test for [...]