Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests

The purpose of this paper is to determine whether macroeconomic variables, in particular money supply and output are important in predicting stock prices in Malaysia. Monthly data on stock price indices, money supply and output were employed in this study. The stock price indexes used in this study...

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Bibliographic Details
Main Authors: Habibullah, Muzafar Shah, Ahmad Zubaidi, Baharumshah
Format: Article
Language:English
Published: 1996
Online Access:http://psasir.upm.edu.my/id/eprint/8827/1/Money.pdf
http://psasir.upm.edu.my/id/eprint/8827/
http://econ.snu.ac.kr/~kiea/IEJ/vol10_2/Su7.pdf
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