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Title: Empirical analysis of Asia-Pacific equity markets.
Authors: Chee, Sera Ai Ping.
Lim, Doreen Ee Ling.
Lim, Kai Ling.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2000
Abstract: 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.
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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