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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
Authors: Ang, Joyce Kheng Ling
Lui, Cheh Ern
Seah, Wee Tia
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2001
Abstract: 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.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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