The relationship between inflation and stock market: Evidence from Malaysia, United States and China

Caroline Geetha and Rosle Mohidin and Vivin Vincent Chandran Munusamy and Victoria Chong (2011) The relationship between inflation and stock market: Evidence from Malaysia, United States and China. International Journal of Economics and Management Sciences, 1 (2). 01-16. ISSN 2162-6359

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Abstract

The study aims to find the relationship between inflation and stock returns. Inflation was distinguished as expected and unexpected inflation. The study revealed that there is long run relationship between expected and unexpected inflation with stock returns but there is no short run relationship between these variables for Malaysia and US, but it exists for China.

Item Type:	Article
Keyword:	Inflation, stock markets, Financial Crisis, Financial investment
Subjects:	H Social Sciences > HG Finance > HG1-9999 Finance > HG4001-4285 Finance management. Business finance. Corporation finance H Social Sciences > HG Finance > HG1-9999 Finance > HG4501-6051 Investment, capital formation, speculation > HG4551-4598 Stock exchanges
Department:	FACULTY > Faculty of Education and Sport Studies
Depositing User:	JUNAINE JASNI -
Date Deposited:	25 Sep 2025 10:27
Last Modified:	25 Sep 2025 10:27
URI:	https://eprints.ums.edu.my/id/eprint/45236

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