Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries

By Praphan Wongbangpo, Subhash C. Sharma. 2002

445 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/52353971a454ab7eeb4d2c7ed159a56951691fe8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

In Finance

Citations in the corpus

The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data (2012, background): “EJBE 2012, 5 (10) Page | 27 stock prices and macroeconomic factors for both developed and emerging economies (see. Mukherjee and Naka, 1995; Wongbampo and Sharma, 2002; Maysami et al., 2004; Ratanapakorn and Sharma, 2007; Rahman et al., 2009; Asaolu and Ognumuyiwa, 2011).”
Macroeconomic factors and stock returns: Evidence from Taiwan (2011, background): “Wongbangpo and Sharma (2002) investigated the relationship between stock prices and some macroeconomic factors in five ASEAN countries (Indonesia, Malaysia, Philippines, Singapore and Thailand).”
Macroeconomic determinants of Malaysian stock market (2009, background): “Nevertheless, in general, Ibrahim and Aziz (2003), Booth and Booth (1997), Wongbangpo and Sharma (2002), Chen (2003), Chen et al. (2005), Maysami and Koh (2000), and Mukherjee and Naka (1995) reveal that the rate of inflation, money growth, interest rates, industrial production, reserves, and…”
Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015, unknown): “…& Papapetrou, 2001; Ibrahim & Aziz, 2003; Tsoukalas, 2003; Maysami et al., 2004; Coleman & Tettey, 2008; Horobet & Dumitr, 2009; Buyuksalvarci, 2010; Geetha et al., 2011; Ali, 2011; Rafique et al., 2013; Lakshmi & Tuwajri, 2014; Wongbangpo & Sharma, 2002; Masuduzzaman, 2012; & Ray, 2012).”
The Role of Macroeconomic Variables on Stock Market Index in China and India (2011, background): “Then study by Wongbangpo and Sharma (2002) showed that in the ASEAN-5 countries, high inflation in Published by Canadian Center of Science and Education 235 Indonesia and Philippine leads to a long run negative relationship between stock prices and the money supply, while the money growth in…”
Effects of macroeconomic variables on Istanbul stock exchange indexes (2005, background): “The relationship between inflation and stock prices has been generally theorized negative (Fama, 1981 ; Chen et al , 1986 ; Wongbangpo and Sharma, 2002 ).”