Lagged macroeconomic variables sensitivity of firm stock returns on an emerging stock market
This study analyses lagged effect of macroeconomic variables on firm stock returns by employing data for the period from 1998 to 2012. The macroeconomic variables investigated in this study include: exchange rate, risk free rate, inflation, money supply and oil prices. For this purpose, generalized...
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| Format: | Article |
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2014
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