Inter-counter linkage in Kuala Lumpur Stock Exchange returns
This paper investigates the linkages among daily returns of the Kuala Lumpur Stock Exchange (KLSE) counters over the period 7 July 1995 to10 August 1999. It examines the dynamic causal linkages among nine counters and then quantifies the extent of their dynamic interdependencies through the applicat...
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| Format: | Article |
| Language: | English |
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Sunway University College
2004
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| Online Access: | http://eprints.sunway.edu.my/4/ http://eprints.sunway.edu.my/4/1/Inter-counter%20linkage%20in%20Kuala%20Lumpur%20Stock%20Exchange%20returns.pdf |
| _version_ | 1848801728427720704 |
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| author | Faoziah Idris, Tang, Tuck Cheong |
| author_facet | Faoziah Idris, Tang, Tuck Cheong |
| author_sort | Faoziah Idris, |
| building | SU Institutional Repository |
| collection | Online Access |
| description | This paper investigates the linkages among daily returns of the Kuala Lumpur Stock Exchange (KLSE) counters over the period 7 July 1995 to10 August 1999. It examines the dynamic causal linkages among nine counters and then quantifies the extent of their dynamic interdependencies through the application of time series econometric technique of Granger causality tests. The counters selected are mining, consumer product, finance, industrials, industrial product, properties, construction, plantations, and trading?services. The findings successfully establish the existence of inter-linkages among the nine selected counters. |
| first_indexed | 2025-11-14T21:12:04Z |
| format | Article |
| id | sunway-4 |
| institution | Sunway University |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:12:04Z |
| publishDate | 2004 |
| publisher | Sunway University College |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | sunway-42018-01-30T02:45:41Z http://eprints.sunway.edu.my/4/ Inter-counter linkage in Kuala Lumpur Stock Exchange returns Faoziah Idris, Tang, Tuck Cheong HG Finance This paper investigates the linkages among daily returns of the Kuala Lumpur Stock Exchange (KLSE) counters over the period 7 July 1995 to10 August 1999. It examines the dynamic causal linkages among nine counters and then quantifies the extent of their dynamic interdependencies through the application of time series econometric technique of Granger causality tests. The counters selected are mining, consumer product, finance, industrials, industrial product, properties, construction, plantations, and trading?services. The findings successfully establish the existence of inter-linkages among the nine selected counters. Sunway University College 2004 Article PeerReviewed text en http://eprints.sunway.edu.my/4/1/Inter-counter%20linkage%20in%20Kuala%20Lumpur%20Stock%20Exchange%20returns.pdf Faoziah Idris, and Tang, Tuck Cheong (2004) Inter-counter linkage in Kuala Lumpur Stock Exchange returns. Sunway Academic Journal, 1. pp. 21-27. |
| spellingShingle | HG Finance Faoziah Idris, Tang, Tuck Cheong Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title | Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title_full | Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title_fullStr | Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title_full_unstemmed | Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title_short | Inter-counter linkage in Kuala Lumpur Stock Exchange returns |
| title_sort | inter-counter linkage in kuala lumpur stock exchange returns |
| topic | HG Finance |
| url | http://eprints.sunway.edu.my/4/ http://eprints.sunway.edu.my/4/1/Inter-counter%20linkage%20in%20Kuala%20Lumpur%20Stock%20Exchange%20returns.pdf |