Empirical analysis of Asia-Pacific equity markets.

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: Chee, Sera Ai Ping., Lim, Doreen Ee Ling., Lim, Kai Ling.
Other Authors: Kwok, Branson Chi Hing
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Equity
Online Access:http://hdl.handle.net/10356/8610
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-8610
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spelling sg-ntu-dr.10356-86102023-05-19T06:09:01Z Empirical analysis of Asia-Pacific equity markets. Chee, Sera Ai Ping. Lim, Doreen Ee Ling. Lim, Kai Ling. Kwok, Branson Chi Hing Nanyang Business School DRNTU::Business::Finance::Equity 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 1993 to June 1997 using Akaike's Final Prediction Error, tapping on the concept of Granger causality. 2008-09-24T07:23:08Z 2008-09-24T07:23:08Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/8610 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
Chee, Sera Ai Ping.
Lim, Doreen Ee Ling.
Lim, Kai Ling.
Empirical analysis of Asia-Pacific equity markets.
description 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 1993 to June 1997 using Akaike's Final Prediction Error, tapping on the concept of Granger causality.
author2 Kwok, Branson Chi Hing
author_facet Kwok, Branson Chi Hing
Chee, Sera Ai Ping.
Lim, Doreen Ee Ling.
Lim, Kai Ling.
format Final Year Project
author Chee, Sera Ai Ping.
Lim, Doreen Ee Ling.
Lim, Kai Ling.
author_sort Chee, Sera Ai Ping.
title Empirical analysis of Asia-Pacific equity markets.
title_short Empirical analysis of Asia-Pacific equity markets.
title_full Empirical analysis of Asia-Pacific equity markets.
title_fullStr Empirical analysis of Asia-Pacific equity markets.
title_full_unstemmed Empirical analysis of Asia-Pacific equity markets.
title_sort empirical analysis of asia-pacific equity markets.
publishDate 2008
url http://hdl.handle.net/10356/8610
_version_ 1770565702515687424

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