Relationships Among Selected Asian Index Futures Markets
This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge)...
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| Format: | Thesis |
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2003
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| Online Access: | http://shdl.mmu.edu.my/726/ |
| _version_ | 1848789584789372928 |
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| author | Krishnasamy, Geeta |
| author_facet | Krishnasamy, Geeta |
| author_sort | Krishnasamy, Geeta |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge) commissioned to investigate the linkages among different stock index future markets in Asia. Since stock index futures markets impose lower transaction costs as opposed to their stock market counterparts, it is interesting to note the linkages among these markets for portfolio diversification purposes. |
| first_indexed | 2025-11-14T17:59:03Z |
| format | Thesis |
| id | mmu-726 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T17:59:03Z |
| publishDate | 2003 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-7262010-06-29T06:12:50Z http://shdl.mmu.edu.my/726/ Relationships Among Selected Asian Index Futures Markets Krishnasamy, Geeta HF5601-5689 Accounting. Bookkeeping This study aims to investigate the long run and short run relationship among selected Asian stock index futures markets(namely Malaysia, Singapore, Taiwan and Hong Kong). Although many studies have investigated the linkages among Asian stock markets, there is no study ( to the best of my knowledge) commissioned to investigate the linkages among different stock index future markets in Asia. Since stock index futures markets impose lower transaction costs as opposed to their stock market counterparts, it is interesting to note the linkages among these markets for portfolio diversification purposes. 2003-11 Thesis NonPeerReviewed Krishnasamy, Geeta (2003) Relationships Among Selected Asian Index Futures Markets. Masters thesis, Multimedia University. http://myto.perpun.net.my/metoalogin/logina.php |
| spellingShingle | HF5601-5689 Accounting. Bookkeeping Krishnasamy, Geeta Relationships Among Selected Asian Index Futures Markets |
| title | Relationships Among Selected Asian Index Futures Markets |
| title_full | Relationships Among Selected Asian Index Futures Markets |
| title_fullStr | Relationships Among Selected Asian Index Futures Markets |
| title_full_unstemmed | Relationships Among Selected Asian Index Futures Markets |
| title_short | Relationships Among Selected Asian Index Futures Markets |
| title_sort | relationships among selected asian index futures markets |
| topic | HF5601-5689 Accounting. Bookkeeping |
| url | http://shdl.mmu.edu.my/726/ http://shdl.mmu.edu.my/726/ |