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

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 t...

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Bibliographic Details
Main Authors: Nurasyikin Jamaludin, Shahnaz Ismail, Syamimi Ab Manaf
Format: Article
Language:English
Published: EconJournals 2017-01-01
Series:International Journal of Economics and Financial Issues
Online Access:http://mail.econjournals.com/index.php/ijefi/article/view/3110