Stock return and inflation with supply and demand shocks: evidence from Malaysia

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Stock return and inflation with supply and demand shocks: evidence from Malaysia

The study provides evidence on the validity of the Fisher hypothesis, linking inflation and stock returns using Malaysian data over a period of 27-year from 1980 to 2006. The puzzling negative relationship between stock returns and inflation in industrialized economies is well documented. However, s...

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Bibliographic Details
Main Authors:	Hawati Janor, Ruzita Abdul Rahim, Mohd Hasimi Yaacob, Izani Ibrahim
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 2010
Online Access:	http://journalarticle.ukm.my/3368/

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