Arbitrage pricing theory and influences of macroeconomic factors in Malaysian capital market / Karunagaran A/L Madhavan and Deviga A/P Vengedasalam

• Main Authors: Madhavan, Karunagaran A/L, Vengedasalam, Deviga A/P
• Format: Research Reports
• Language: English
• Published: 2002
• Subjects: Macroeconomics; Investment, capital formation, speculation
• Online Access: https://ir.uitm.edu.my/id/eprint/69997/2/69997.pdf; https://ir.uitm.edu.my/id/eprint/69997/

This study was done to examine the influences of macroeconomics factors in determining the stock market return. Monthly closing price of 100 common stocks (stocks which are listed under the Kuala Lumpur Composite Index) were taken for the period of January 1997 to December 2001. Six macroeconomics v...