The determinants of macroeconomic variables towards stock market return: case in China / Maizatul Izati Mohd Azizi

• Main Author: Mohd Azizi, Maizatul Izati
• Format: Student Project
• Language: English
• Published: 2016
• Subjects: Macroeconomics; Foreign exchange. Foreign exchange rates
• Online Access: https://ir.uitm.edu.my/id/eprint/80539/1/80539.pdf; https://ir.uitm.edu.my/id/eprint/80539/

This paper examine the relationship between several macroeconomic variables (Exchange Rate, Money Supply and Industrial production) and Shanghai Stock Exchange Composite Index from year 2007 until year 2014 which is the data was examined based on quarterly data. This paper employs ADF statistic to e...