Monetary Policy, Firm Size And Equity Returns In An Emerging Market: Panel Evidence Of Malaysia

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Monetary Policy, Firm Size And Equity Returns In An Emerging Market: Panel Evidence Of Malaysia

The present study provides new empirical evidence on the effects of monetary policy shocks (domestic and international monetary policy) on equity returns in an emerging economy (i.e., Malaysia) for 1990–2008 using firm-level data. Using an augmented Fama-French (1992, 1996) multifactor model, emp...

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Bibliographic Details
Main Authors:	Abdul Karim, Zulkefly, Zaidi, Mohd Azlan Shah
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2015
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/37898/ http://eprints.usm.my/37898/1/aamjaf110215_02.pdf

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