Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries

Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries

Show other versions (3)

This paper aims to examine the effect of macroeconomic variables namely inflation, money supply, and exchange rate on both conventional and Islamic stock market returns in the three selected ASEAN countries (Singapore, Malaysia, Indonesia) by utilising monthly data over the period of January 2005 to...

Full description

Bibliographic Details
Main Authors:	Nurasyikin Jamaludin, Shahnaz Ismail, Syamimi Ab Manaf
Format:	Article
Language:	English
Published:	EconJournals 2017-03-01
Series:	International Journal of Economics and Financial Issues
Subjects:	macroeconomic variables stock market returns asean
Online Access:	https://dergipark.org.tr/tr/pub/ijefi/issue/32002/353153?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items

Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries
by: Nurasyikin Jamaludin, et al.
Published: (2017-01-01)

Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries
by: Nurasyikin Jamaludin, et al.
Published: (2017-01-01)

Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries
by: Nurasyikin Jamaludin, et al.
Published: (2017-01-01)

The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange
by: Muhammed Monjurul Quadir
Published: (2012-12-01)

THE EFFECT OF MACROECONOMIC VARIABLES ON STOCK RETURNS ON DHAKA STOCK EXCHANGE
by: Muhammed Monjurul Quadir
Published: (2012-01-01)

The Effect of Firm Profitability on Expected Stock Return in ASEAN Stock Market
by: Nathania Clara, et al.
Published: (2021-08-01)

The Impact of Macroeconomic Variables on the Stock Market: Evidence from Tehran Stock Exchange Market
by: Ezatollah Abbasian, et al.
Published: (2008-09-01)

Macroeconomic Variables and Sector-Specific Returns: Evidence from Turkish Stock Exchange Market
by: Ayşen Si̇vri̇kaya
Published: (2021-01-01)

The roles of macroeconomic factors and country specific indicators in promoting international trade and FDI inflows in BRICS, ASEAN 5 and developed countries / Amirhossein Karbalaei Mohammad Hossein
by: Mohammad Hossein, Amirhossein Karbalaei
Published: (2015)

The interaction of selected macroeconomic factors and stock returns from selected Asean and European countries /
by: Ghulam Ali, 1964-, et al.
Published: (2014)

THE IMPACT OF FINANCIAL PERFORMANCE AND MACROECONOMICS ON THE STOCK RETURNS OF THE COMPANY IN CONSTRUCTION AND BUILDING SUBSECTORS
by: Kharisma Y., et al.
Published: (2019-02-01)

The interaction of selected macroeconomic factors and stock returns from selected Asean and European countries [electronic resource] /
by: Ghulam Ali, 1964-, et al.
Published: (2014)

The Determinant of Indonesian Stock Returns’ Volatility: Evidence from Islamic and Conventional Stock Market
by: Septiana Indarwati, et al.
Published: (2021-12-01)

The impact of macroeconomic news on stock returns of energy firms—evidence from China
by: Yaya Su, et al.
Published: (2019-08-01)

Macroeconomic Factors and the Indian Stock Market: Exploring Long and Short Run Relationships
by: Kiran Kumar Kotha, et al.
Published: (2016-05-01)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

The impact of oil price shocks on macroeconomic indicators: Evidence from four ASEAN countries
by: Adawiya Taufani, et al.
Published: (2022-10-01)

Institutional Change and Macroeconomic Variables in the ASEAN—Indonesia, Vietnam, and Cambodia: The Effects of a Trade War between China and USA
by: Fransiskus Xaverius Lara Aba
Published: (2021-12-01)

Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries
by: Andini Nurul Aini, et al.
Published: (2023-11-01)

THE GRANGER CAUSALITY TESTS FOR THE FIVE ASEAN COUNTRIES STOCK MARKETS AND MACROECONOMIC VARIABLES DURING AND POST THE 1997 ASIAN FINANCIAL CRISIS
by: Adwin Surja Atmadja
Published: (2005-01-01)

Exploring the nexus between macroeconomic variables and stock market returns in Germany: An ARDL Co-integration approach
by: Riadh El ABED, et al.
Published: (2019-06-01)

TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
by: Dwipraptono Agus Harjito
Published: (2011-09-01)

TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
by: Dwipraptono Agus Harjito
Published: (2011-09-01)

TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
by: Dwipraptono Agus Harjito
Published: (2011-09-01)

TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
by: Dwipraptono Agus Harjito
Published: (2011-09-01)

The relationship between macroeconomic variables and stock market indices: evidence from Central and Eastern European countries
by: Marie Ligocka
Published: (2023-12-01)

Systematic risk factors and stock return volatility
by: Syed Kamran Ali Haider, et al.
Published: (2017-06-01)

Determinants of stock returns in property and real estate companies listed on the Indonesia Stock Exchange
by: Sutresna Arinto, et al.
Published: (2023-10-01)

INTERAKSI DINAMIS VARIABEL MAKROEKONOMI TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA
by: Wulandari Wulandari, et al.
Published: (2015-04-01)

Macroeconomic Variables, International Islamic Indices, and The Return Volatility in Jakarta Islamic Index
by: Yoghi Citra Pratama, et al.
Published: (2018-01-01)

MODEL OF CAUSALITY BETWEEN FOREIGN DIRECT INVESTMENT AND GROSS DOMESTIC PRODUCT ON ASEAN-5 COUNTRIES FROM 1980-2014
by: Dedy Supriyadi, et al.
Published: (2017-05-01)

The Impacts of Macroeconomic Variables on the Iranian Stock Market
Published: (2009-04-01)

Volatility Nexus Between Stock Market and Macroeconomic Variables in Bangladesh: an Extended GARCH Approach
by: Hasan Md. Abu, et al.
Published: (2017-06-01)

LONG-RUN AND SHORT-RUN CAUSALITY BETWEEN STOCK PRICE INDICES AND MACROECONOMIC VARIABLES: EVIDENCE OF PANEL VECM ANALYSIS FROM BOSNIA AND HERZEGOVINA, CROATIA, NORTH MACEDONIA AND SERBIA
by: Goran Mojanoski
Published: (2022-11-01)

The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies
by: Mukhriz Izraf Azman Aziz, et al.
Published: (2022-04-01)

The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
by: Slah Bahloul, et al.
Published: (2017-03-01)

Impacts of macroeconomic variables on the stock market index in Poland: new evidence
by: Yu Hsing, et al.
Published: (2012-04-01)

Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
by: JAMIAHAN, AMIRAH
Published: (2017)

Analysis of ASEAN’s Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach
by: Mohib Ur Rahman, et al.
Published: (2023-03-01)

THE INFLUENCE OF MACROECONOMIC VARIABLES ON THE STOCK MARKET IN THE UNITED STATES OF AMERICA
by: Josip Visković, et al.
Published: (2022-12-01)