Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples

By M. Ibrahim, H. Aziz. 2003

304 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/527b3f8a3d4f0c86f8cc744754d9d15ce49a661c

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Citations in the corpus

Macroeconomic factors and stock returns: Evidence from Taiwan (2011, background): “Ibrahim and Aziz (2003) investigated the relationship between stock prices and industrial production, money supply, consumer price index and exchange rate in Malaysia.”
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, background): “…that there is a significant relationship between macroeconomic variables and stock market (Bilson et al., 2001; Hondroyiannis & Papapetrou, 2001; Ibrahim & Aziz, 2003; Tsoukalas, 2003; Maysami et al., 2004; Coleman & Tettey, 2008; Horobet & Dumitr, 2009; Buyuksalvarci, 2010; Geetha et al.,…”
Role of macroeconomic variables on firms’ performance: Evidence from the UK (2017, background): “The reason behind the finding of Ibrahim and Aziz (2003) could be attributed to the fact the study was conducted in Malaysia, a country that rely heavily on international trade, hence the negative effect of exchange rate on international trade of the countries.”
Asymmetric causality tests with an application (2012, background): “(1998); Ojah and Karemera (1999); Henry and Olekalns (2002); Abraham et al. (2002);Buguk and Brorsen (2003); Malkiel (2003); Al-Khazali et al. (2007); Cajueiro et al. (2009); Ibrahim and Aziz (2003) ; Hatemi-J (2004a,b) as well as Lim and Kim (2008).”
Economic variables and stock market returns: evidence from the Athens stock exchange (2006, background): “( 2003 ) has examined the dynamic linkages between stock prices and four macroeconomic variables for the case of Malaysia using cointegration and vector autoregression.”