SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
MONEY, OUTPUT AND STOCK PRICES IN MALAYSIA: AN APPLICATION OF THE COINTEGRATION TESTS
16 references·7 citing·34 second hop
MONEY, OUTPUT AND STOCK PRICES IN MALAYSIA: AN APPLICATION OF THE COINTEGRATION TESTS (1996)MONEY, OUTPUT AND STOCK PRICES IN MALAYSI…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Testing for a Unit Root (1993)Testing for a Unit RootNBER Macroeconomics Annual 1990 (1992)NBER Macroeconomics Annual 19…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Relationship of Stock Price and Monetary Variables of Asian Small Open Emerging Economy: Evidence from Thailand (2014)Relationship of Stock Price a…Empirical evidence on the relationship between stock market volatility and macroeconomics volatility in Malaysia (2012)Empirical evidence on the rel…Impact of the Monetary Policy Instruments on Islamic Stock Market Index Return (2011)Impact of the Monetary Policy…Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)Effect Of Macroeconomic Varia…Causal Relationship between Macro-economic Variables and Stock Market: A case study for India (2011)Causal Relationship between M…Causal relationship between macro-economic indicators and stock exchange prices in Pakistan (2010)Causal relationship between m…Monetary Expansion and Stock Returns in Pakistan (1999)Monetary Expansion and Stock …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1993Testing for a Unit Root872 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1992NBER Macroeconomics Annual 1990692 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 1987

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Effects of model specification on tests for unit roots in macroeconomic data
637 cited

Cited by

  • 2011Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China98 cited
  • 2010Causal relationship between macro-economic indicators and stock exchange prices in Pakistan91 cited
  • 2011Causal Relationship between Macro-economic Variables and Stock Market: A case study for India85 cited
  • 2012Empirical evidence on the relationship between stock market volatility and macroeconomics volatility in Malaysia56 cited
  • 2014Relationship of Stock Price and Monetary Variables of Asian Small Open Emerging Economy: Evidence from Thailand33 cited
  • 2011Impact of the Monetary Policy Instruments on Islamic Stock Market Index Return26 cited
  • 1999Monetary Expansion and Stock Returns in Pakistan17 cited