Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998

The purpose of this study is to add to the literature on Grangers [1969] Causality and CLOB. We investigated: 1) the implications of the choice of indices on the testing of Grangers [1969] Causality, 2) on the nature of the lead-lag relationships and 3) the market efficiencies between the Malaysian...

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Main Authors:	Ang, Joyce Kheng Ling, Lui, Cheh Ern, Seah, Wee Tia
Other Authors:	Kwok, Branson Chi Hing
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/11644
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11644
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spelling	sg-ntu-dr.10356-116442023-05-19T07:23:11Z Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998 Ang, Joyce Kheng Ling Lui, Cheh Ern Seah, Wee Tia Kwok, Branson Chi Hing Nanyang Business School DRNTU::Business::Finance::Equity The purpose of this study is to add to the literature on Grangers [1969] Causality and CLOB. We investigated: 1) the implications of the choice of indices on the testing of Grangers [1969] Causality, 2) on the nature of the lead-lag relationships and 3) the market efficiencies between the Malaysian and Singapore markets during this period. 2008-09-24T07:57:22Z 2008-09-24T07:57:22Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11644 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Ang, Joyce Kheng Ling Lui, Cheh Ern Seah, Wee Tia Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
description	The purpose of this study is to add to the literature on Grangers [1969] Causality and CLOB. We investigated: 1) the implications of the choice of indices on the testing of Grangers [1969] Causality, 2) on the nature of the lead-lag relationships and 3) the market efficiencies between the Malaysian and Singapore markets during this period.
author2	Kwok, Branson Chi Hing
author_facet	Kwok, Branson Chi Hing Ang, Joyce Kheng Ling Lui, Cheh Ern Seah, Wee Tia
format	Final Year Project
author	Ang, Joyce Kheng Ling Lui, Cheh Ern Seah, Wee Tia
author_sort	Ang, Joyce Kheng Ling
title	Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
title_short	Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
title_full	Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
title_fullStr	Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
title_full_unstemmed	Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998
title_sort	empirical study of the granger causal relationships and the relative market efficiencies of malaysian stocks traded in both the klse and clob markets in the period 1997 to 1998
publishDate	2008
url	http://hdl.handle.net/10356/11644
_version_	1772827065899286528

Empirical study of the granger causal relationships and the relative market efficiencies of Malaysian stocks traded in both the KLSE and CLOB markets in the period 1997 to 1998

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