Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.

This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI)

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Bibliographic Details
Main Authors:	Chung, Thau Hen, Loh, Henry Yeh Chang, Ng, Chee Kin
Other Authors:	Sun, Qian
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/20272
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-202722024-01-12T10:28:10Z Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets. Chung, Thau Hen Loh, Henry Yeh Chang Ng, Chee Kin Sun, Qian Nanyang Business School DRNTU::Business::Finance::Equity This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI) Master of Business Administration (Banking & Finance) 2009-12-14T09:14:11Z 2009-12-14T09:14:11Z 1996 1996 Thesis http://hdl.handle.net/10356/20272 en NANYANG TECHNOLOGICAL UNIVERSITY 59 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Chung, Thau Hen Loh, Henry Yeh Chang Ng, Chee Kin Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
description	This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI)
author2	Sun, Qian
author_facet	Sun, Qian Chung, Thau Hen Loh, Henry Yeh Chang Ng, Chee Kin
format	Theses and Dissertations
author	Chung, Thau Hen Loh, Henry Yeh Chang Ng, Chee Kin
author_sort	Chung, Thau Hen
title	Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
title_short	Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
title_full	Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
title_fullStr	Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
title_full_unstemmed	Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
title_sort	empirical study on the correlations and the causality between the singapore and malaysia equity markets.
publishDate	2009
url	http://hdl.handle.net/10356/20272
_version_	1789483149388939264

Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.

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