Stock return and inflation with supply and demand shocks: evidence from Malaysia
The study provides evidence on the validity of the Fisher hypothesis, linking inflation and stock returns using Malaysian data over a period of 27-year from 1980 to 2006. The puzzling negative relationship between stock returns and inflation in industrialized economies is well documented. However, s...
| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2010
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| Online Access: | http://journalarticle.ukm.my/3368/ http://journalarticle.ukm.my/3368/ |