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

• 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
• Institution: Nanyang Technological University

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)