Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8610
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.
URI: http://hdl.handle.net/10356/8610
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
NBS-REPORTS_135.pdf
  Restricted Access
206.82 kBAdobe PDFView/Open

Page view(s) 10

381
checked on Sep 30, 2020

Download(s) 10

2
checked on Sep 30, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.