Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
The purpose of this paper is to determine whether macroeconomic variables, in particular money supply and output are important in predicting stock prices in Malaysia. Monthly data on stock price indices, money supply and output were employed in this study. The stock price indexes used in this study...
Main Authors: | Habibullah, Muzafar Shah, Ahmad Zubaidi, Baharumshah |
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Format: | Article |
Language: | English |
Published: |
1996
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Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/8827/1/Money.pdf |
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