The application of Dimson's adjusted model in analyzing the effect of macroeconomic variables on stock returns : a story in Southeast Asia countries / Melissa Tommie Lajawai

• Main Author: Tommie Lajawai, Melissa
• Format: Student Project
• Language: English
• Published: 2016
• Subjects: Economics; Macroeconomics; Income. Factor shares; Demographic surveys
• Online Access: https://ir.uitm.edu.my/id/eprint/73035/1/73035.pdf; https://ir.uitm.edu.my/id/eprint/73035/

This study examines the macroeconomic factors that determine the Stock Returns for four different selected countries from Southeast Asia which are Malaysia, Singapore, Indonesia and Thailand from the period of 2010 until 2014. The determinant factors studied are Crude Oil Price, Inflation Rates and...