Empirical analysis of Asia-Pacific equity markets.
Based on exchange-rate adjusted stock returns of eight Asia-Pacific markets from July 1988 to June 1999, stock market comovement and intertemporal stability are investigated using Factor Analysis. Lead-lag relationships between Singapore-Malaysia and Singapore-Hong Kong are also analyzed from July 1...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/8610 |
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| Institution: | Nanyang Technological University |