Long run relationship between Malaysian stock market and agriculture sector

Citation

Muhammad, Junaina and Ghuslan, Mohamad Iruwan and Jusoff, Kamaruzaman (2009) Long run relationship between Malaysian stock market and agriculture sector. Interdisciplinary Journal of Contemporary Research in Business, 1 (6 ). pp. 157-171. ISSN 2044-4621

Abstract

Since independence, agriculture has been Malaysia’s primary economic activity and has been the major source of national income (Danilah et.al, 2004). However, in 1987, the manufacturing sector takes over as the premier sector in the economy growth (BNM, 1989). Recently, in the ninth Malaysia plan period, the government has given a new emphasis to agriculture sector. Thus, this paper is to investigate the long-run relationship between Malaysian stock market and agriculture sector performances during 15 years period from 1990 to 2005. The results suggest that Malaysian stock market and agriculture sector have a positive long- run relationship.

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Additional Metadata

Item Type:	Article
Subject:	Marketing - Management
Subject:	Agriculture
Subject:	Agriculture - Economic aspects
Divisions:	Faculty of Economics and Management
Publisher:	Cabells USA
Keywords:	Cointegration; Causality; Unit root; Market Performance and agriculture.
Depositing User:	Emelda Mohd Hamid
Date Deposited:	04 Jun 2013 04:14
Last Modified:	22 Oct 2015 01:12
URI:	http://psasir.upm.edu.my/id/eprint/15486
Statistic Details:	View Download Statistic

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