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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Bibliographic Details
Main Authors: Pyeman, Jaafar, Ahmad, Ismail
Format: Article
Language:English
Published: Accounting Research Institute (ARI) & Faculty of Accountancy 2009
Online Access:http://ir.uitm.edu.my/id/eprint/261/
http://ir.uitm.edu.my/id/eprint/261/1/AJ_JAAFAR%20PYEMAN%20MAR%2009.pdf