Stock market integration and portfolio divesification in the bric countries
This study examines the stock market integration and portfolio diversification in the BRICs (Brazil, Russia, India and China) before and after the US subprime mortgage crisis in 2008. The monthly stock market dosing indexes from May 2003 to June 201] have been adopted and further sub-divided into...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
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Universiti Malaysia Sarawak, (UNIMAS)
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/9069/ http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf |
| _version_ | 1848836486325075968 |
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| author | Wong, Kai Hung |
| author_facet | Wong, Kai Hung |
| author_sort | Wong, Kai Hung |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| description | This study examines the stock market integration and portfolio diversification in the
BRICs (Brazil, Russia, India and China) before and after the US subprime mortgage
crisis in 2008. The monthly stock market dosing indexes from May 2003 to June 201]
have been adopted and further sub-divided into pre-crisis and post-crisis periody The
results reveal that increase of stock market integration in BRICs after the subprime crisis.
The evidence also found that China stock market is the most influential among the BRICs,
in whioh the China stock market has the ability to Granger cause the other three BRICs
member countlies. Policy implication for investor on portfolio diversification shall be
considered. |
| first_indexed | 2025-11-15T06:24:32Z |
| format | Thesis |
| id | unimas-9069 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:24:32Z |
| publishDate | 2012 |
| publisher | Universiti Malaysia Sarawak, (UNIMAS) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-90692023-05-18T08:28:39Z http://ir.unimas.my/id/eprint/9069/ Stock market integration and portfolio divesification in the bric countries Wong, Kai Hung HB Economic Theory This study examines the stock market integration and portfolio diversification in the BRICs (Brazil, Russia, India and China) before and after the US subprime mortgage crisis in 2008. The monthly stock market dosing indexes from May 2003 to June 201] have been adopted and further sub-divided into pre-crisis and post-crisis periody The results reveal that increase of stock market integration in BRICs after the subprime crisis. The evidence also found that China stock market is the most influential among the BRICs, in whioh the China stock market has the ability to Granger cause the other three BRICs member countlies. Policy implication for investor on portfolio diversification shall be considered. Universiti Malaysia Sarawak, (UNIMAS) 2012 Thesis NonPeerReviewed text en http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf Wong, Kai Hung (2012) Stock market integration and portfolio divesification in the bric countries. Masters thesis, Universiti Malaysia Sarawak, (UNIMAS). |
| spellingShingle | HB Economic Theory Wong, Kai Hung Stock market integration and portfolio divesification in the bric countries |
| title | Stock market integration and portfolio divesification in the bric countries |
| title_full | Stock market integration and portfolio divesification in the bric countries |
| title_fullStr | Stock market integration and portfolio divesification in the bric countries |
| title_full_unstemmed | Stock market integration and portfolio divesification in the bric countries |
| title_short | Stock market integration and portfolio divesification in the bric countries |
| title_sort | stock market integration and portfolio divesification in the bric countries |
| topic | HB Economic Theory |
| url | http://ir.unimas.my/id/eprint/9069/ http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf |