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: | , , , |
|---|---|
| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2010
|