The causal effects of leading macroeconomic indicators on stock return : evidence from 13 selected Asia Pacific countries
Year of publication: |
2021
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Authors: | Lim, Shu-Ern ; Gan, Pei-Tha ; Fatimah Salwa binti Abd. Hadi ; Norasibah binti Abdul Jalill |
Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3635, ZDB-ID 2435929-4. - Vol. 28.2021, 1/2, p. 77-96
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Subject: | leading macroeconomic indicators | causal relationship | market informational efficiency | stock return | random walk | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Asiatisch-pazifischer Raum | Asia-Pacific region | Wirtschaftsindikator | Economic indicator | Asien | Asia | Aktienindex | Stock index | Random Walk | Random walk | Effizienzmarkthypothese | Efficient market hypothesis |
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