Comparative Empirical Analysis of Macroeconomic Variables, Firm Characteristics and Stock Return in Four South East Asian Countries
This paper investigates the role of macroeconomic factors and firm characteristics in explaining stock return in four countries, namely, Malaysia, Singapore, Thailand and Indonesia. The factors model is employed for two time intervals, namely, sub-period A (from July 2003 to June 2007) and subperiod...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
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| Online Access: | https://eprints.nottingham.ac.uk/26296/ |