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Macroeconomics, Investor Sentiment, and Islamic Stock Price Index in Malaysia
16 references·2 citing·50 second hop
Macroeconomics, Investor Sentiment, and Islamic Stock Price Index in Malaysia (2014)Macroeconomics, Investor Sentiment, and I…The impact of investor sentiment on the German stock market (2012)The impact of investor sentim…Macroeconomic Variables and Malaysian Islamic Stock Market: A Time Series Analysis (2012)Macroeconomic Variables and M…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Ethical Gaps and Market Value in the Islamic Banks of Bangladesh (2010)Ethical Gaps and Market Value…Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration (2008)Analysis of the long‐term rel…Institutional and individual sentiment: Smart money and noise trader risk? (2006)Institutional and individual …Economic forces and the stock market revisited (2006)Economic forces and the stock…Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005)Relationship between Macroeco…Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic variables and t…MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)MACRO ECONOMETRICS OF STOCK P…Causality between the Money Supply and Share Prices: A VAR Investigation (1993)Causality between the Money S…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Term premiums and default premiums in money markets (1986)Term premiums and default pre…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…A model of investor sentiment /A model of investor sentiment…Islamic occasions and investor sentiment (2018)Islamic occasions and investo…Dynamic Linkages Between Macroeconomic Factors and Islamic Stock Indices in a Non-Islamic Country India (2017)Dynamic Linkages Between Macr…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The arbitrage theory of capital asset pricing (1976)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Is the tourism‐led growth hypothesis stable for Malaysia? A note (2009)The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Impact of macroeconomic indicators on Indian capital markets (2011)The Interest Costs of Green Bonds: Credit Ratings, Corporate Social Responsibility, and Certification (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Continuous Auctions and Insider Trading (1985)Testing for a Unit Root in Time Series Regression (1988)Together we invest? Individual and institutional investors' trading behaviour in Poland (2009)International herding: Does it differ across sectors? 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(1992)“Explaining the Rate Spread on Corporate Bonds” (2010)Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty (2018)Asset Prices in an Exchange Economy (1978)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2005Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices314 cited
  • 2003Macroeconomic variables and the Malaysian equity market248 cited
  • 1986Term premiums and default premiums in money markets244 cited
  • 1993MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS146 cited
  • 2006Institutional and individual sentiment: Smart money and noise trader risk?144 cited
  • 2006Economic forces and the stock market revisited141 cited
  • 1993Causality between the Money Supply and Share Prices: A VAR Investigation95 cited
  • 2008Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration92 cited
  • 2012The impact of investor sentiment on the German stock market88 cited
  • 2012Macroeconomic Variables and Malaysian Islamic Stock Market: A Time Series Analysis

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75 cited
  • 2010Ethical Gaps and Market Value in the Islamic Banks of Bangladesh28 cited
  • Cited by

    • 2018Islamic occasions and investor sentiment24 cited
    • 2017Dynamic Linkages Between Macroeconomic Factors and Islamic Stock Indices in a Non-Islamic Country India21 cited