REAL STOCK RETURNS, INFLATIONARY TRENDS AND REAL ACTIVITY: Evidence from Malaysia

REAL STOCK RETURNS, INFLATIONARY TRENDS AND REAL ACTIVITY: Evidence from Malaysia

This study explores the relationship between real stock returns and inflationary trends in the Malaysian economy. It attempts to test for the relationship between real stock return and inflation in light of Fisher hypothesis that asserts the independence of real stock return and inflation and Fama’s...

Full description

Bibliographic Details
Main Author: M. Shabri Abdul Majid
Format: Article
Language:English
Published: Universitas Gadjah Mada 2013-12-01
Series:Gadjah Mada International Journal of Business
Subjects:
ARIMA
Fama’s (1981) proxy effect
Fisher hypothesis
inflationary trends
Philips curve
real stock returns
Online Access:https://jurnal.ugm.ac.id/gamaijb/article/view/5390

Internet

https://jurnal.ugm.ac.id/gamaijb/article/view/5390

Similar Items