Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/15062
Title: Behavioural finance : impact of government protests on Asian Stock Indexes.
Authors: Ng, Yvonne Chu Yan.
Soon, Peiyu.
Tan, Pei Ru.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2009
Abstract: This paper employs a novel mood variable - protests against governments - to examine the effect of investors’ sentiments on stock prices. The countries involved in this study comprise the five major countries within the Association of Southeast Asian Nations (ASEAN), namely Singapore, Malaysia, Indonesia, Philippines and Thailand. Through the analysis of our results, we find that protest events would lead to a significant increase in the correlation coefficients of the home country and its neighbouring countries. We hope that investors are able to use the findings derived from this study to wisely invest in and accurately predict a country’s index, particularly in the aftermath of such protests.
URI: http://hdl.handle.net/10356/15062
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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