Comparative Empirical Analysis of Macroeconomic Variables, Firm Characteristics and Stock Return in Four South East Asian Countries

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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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Bibliographic Details
Main Author:	Tan, Ee Chain
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26296/

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