Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal Aceh International Journal of Social Science
Lim Siew Lih
Unknown Affiliation
Social Sciences

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Bank Loans and Stock Prices: An Empirical Evidence Bakri Abdul Karim; Lim Siew Lih; Zulkefly Abdul Karim
Aceh International Journal of Social Science Volume 1 Number 2, December 2012
Publisher : Aceh International Journal of Social Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (566.374 KB) | DOI: 10.12345/aijss.1.2.1526

Abstract

Abstract - This study re-examines the interaction between bank loans and stock prices in Malaysia. We use Granger non-causality test proposed by Toda and Yamamoto (1995) in both bivariate and multivariate frameworks and both monthly and quarterly data in examining the relationship between the two variables. Unlike previous studies, we find that there is strong evidence of no causality running between stock prices and bank loans in all models and samples. This finding revealed that stock prices and bank loans are independent. The predictability of stock prices cannot be enhanced considerably through utilizing information on the bank loans.
Co-Authors Bakri Abdul Karim Zulkefly Abdul Karim