Monetary Policy, Firm Size And Equity Returns In An Emerging Market: Panel Evidence Of Malaysia
The present study provides new empirical evidence on the effects of monetary policy shocks (domestic and international monetary policy) on equity returns in an emerging economy (i.e., Malaysia) for 1990–2008 using firm-level data. Using an augmented Fama-French (1992, 1996) multifactor model, emp...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2015
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| Subjects: | |
| Online Access: | http://eprints.usm.my/37898/1/aamjaf110215_02.pdf |