Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange

QR Code

Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange

This study attempts to answer the question whether the Kuala Lumpur Stock Exchange (KLSE) is informationally efficient with respect to both money and output. The Information Efficient Market (IEM) hypothesis is tested using the Johansen-Juselius multivariate cointegration approach. Stock prices are...

Full description

Bibliographic Details
Main Authors:	Muzafar Shah Habibullah, Ahmad Zubaidi Baharumshah, Tan, Hui Boon
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1998
Online Access:	http://journalarticle.ukm.my/7979/ http://journalarticle.ukm.my/7979/1/1483-2785-1-SM.pdf

Similar Items

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)

Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)

Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)

The Stocks Market Overreaction On The Kuala Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000)

The asymmetric effects of monetary policy with respect to stock market conditions in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2012)

The relationship between monetary policy and stock prices based on the Shanghai Stock Exchange
by: Wang, Zeyao
Published: (2020)

The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)

Is Kuala Lumpur Stock Exchange an Emerging Market?
by: Narayanan, Subramani
Published: (1997)

The asymmetric effects of monetary policy on real output over stock market conditions in the ASEAN 5.
by: Zare, Roohollah, et al.
Published: (2013)

Dividend Payout Policy and Operating Performance at Kuala Lumpur Stock Exchange
by: Mohamad, Jais
Published: (2007)

Performance Measurement of Syariah Complaint Stocks and Conventional Stocks in Kuala Lumpur Stock Exchange
by: Ali, Salman
Published: (2014)

Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
by: Habibullah, Muzafar Shah, et al.
Published: (1996)

Insider trading on the Kuala Lumpur Stock Exchange : an empirical study / Lim Jooky
by: Lim, Jooky
Published: (2001)

Testing Informational Market Efficiency on Kuala Lumpur Stock Exchange
by: Ozer Balkiz,
Published: (2003)

Private capital flows, stock market and economic growth in developed and developing countries: a comparative analysis
by: Choong, Chee Keong, et al.
Published: (2010)

Valuation Of Convertible Loa.N Stocks On Kuala Lumpur Stock Exchange (KLSE)
by: Chong, Pak Kin
Published: (1995)

Sectoral interdependence in the Kuala Lumpur Stock Exchange / Gui Hui Keng
by: Gui, Hui Keng
Published: (1999)

An evaluation forecasting techniques in Kuala Lumpur Stock Exchange (KLSE) finance
by: Ong, Tze San, et al.
Published: (2011)

Selectivity and market timing performance of finance stocks of the Kuala Lumpur Stock Exchange / Yeap Hon-Ve.
by: Yeap, Hon-Ve
Published: (2003)

Dynamic linkages of Asian stock markets
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2003)

The stock market and the ringgit exchange rate: A note
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2002)

Corporate failure prediction : empirical evidence form the Kuala Lumpur stock exchange 2009-2013
by: Teoh, Tsui Ven
Published: (2015)

Inter-counter linkage in Kuala Lumpur Stock Exchange returns
by: Faoziah Idris,, et al.
Published: (2004)

Performance of construction company listed in Kuala Lumpur Stock Exchange
by: Liow, Raymond Sang Loong
Published: (2010)

The Effects Of Share Repurchase Announcements In Kuala Lumpur Stock Exchange
by: Mohamad, Jais, et al.
Published: (2002)

The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
by: Pui, Wan Bing
Published: (2003)

The Dividend and Earnings Behaviour of Firms on the Kuala Lumpur Stock Exchange
by: Md Nassir, Annuar, et al.
Published: (1993)

The stochastic behavior of stock indices: a test of long memory in the Kuala Lumpur Stock Exchange
by: Noor Azlan Ghazali,
Published: (1998)

Prediction of stock prices at Kuala Lumpur stock exchange KLSE using artificial neural network
by: Muhammad Hafiz, Samsuri
Published: (2014)

Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board
by: Ismail, Ahmad Zairin
Published: (1997)

Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Main Board
by: Yusof, Za'imuddin
Published: (1997)

Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange
by: Lee, Hui Shan
Published: (2015)

Day-of-the-week effect of 30 large market capital stocks on the Kuala Lumpur Stock Exchange / Lim Keh Chay
by: Lim, Keh Chay
Published: (1997)

Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
by: Abdullah, Mahdhir
Published: (2001)

Exchange market pressure and monetary policies
by: Tey, Sheik Kyin, et al.
Published: (2017)

Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)

Corporate Governance and Expected Stock Returns: A Study of Companies listed in Kuala Lumpur Stock Exchange
by: Radhakrishnan Nair, Mohan Krishnan
Published: (2004)

Month-of-the-year effect of the Main Board stocks on the Kuala Lumpur Stock Exchange / Ong Ghee Poh.
by: Ong, Ghee Poh
Published: (1997)

Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)