The relationship between broad money and stock prices in Malaysia: an Error Correction model approach
The purpose of this study is to investigate the empirical relationship between money supply and stock prices in the Kuala Lumpur Stock Exchange (KLSE), using monthly data that span from January 1984 to September 1992. Specifically, we test for market informational efficiency in KLSE by testing the c...
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
1998
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Online Access: | http://psasir.upm.edu.my/id/eprint/17034/1/The%20relationship%20between%20broad%20money%20and%20stock%20prices%20in%20Malaysia%20an%20Error%20Correction%20model%20approach.pdf |