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: | Wong, Kai Hung |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
Universiti Malaysia Sarawak, (UNIMAS)
2012
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/9069/ http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf |
Similar Items
Volatility transmission and asymmetric effect between stock and foreign exchange markets among the brics
by: Khoo, Wai Hoe
Published: (2011)
by: Khoo, Wai Hoe
Published: (2011)
Stock market and macroeconomic integration : an asymmetric evidence on selected five countries
by: Bar, Seow Poh, et al.
Published: (2012)
by: Bar, Seow Poh, et al.
Published: (2012)
Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis:Insight From BRIC Countries
by: Puah, Chin Hong, et al.
Published: (2015)
by: Puah, Chin Hong, et al.
Published: (2015)
Multi-objective portfolio selection with skewness preference: An application to the stock and electricity markets / Karoon Suksonghong
by: Karoon, Suksonghong
Published: (2014)
by: Karoon, Suksonghong
Published: (2014)
Foreign direct investment and economic growth:Empirical study in the BRIC countries
by: Ling, Foo Sien
Published: (2013)
by: Ling, Foo Sien
Published: (2013)
Market integration and international portfolio diversification from Malaysian perspective / Surianor Binti Kamaralzaman
by: Surianor, Kamaralzaman
Published: (2011)
by: Surianor, Kamaralzaman
Published: (2011)
The role of trade liberalization and financial liberalization towards economic growth of brics
by: Wong, Joan Mei Tze
Published: (2015)
by: Wong, Joan Mei Tze
Published: (2015)
Regional economic integration :the emerging market crisis and stock market linkages
by: Patricia Oh Swee, Ling
Published: (2007)
by: Patricia Oh Swee, Ling
Published: (2007)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
Construction of the Malaysian Islamic Stock Market Integration Index
by: Bakri, Abdul Karim, et al.
Published: (2010)
by: Bakri, Abdul Karim, et al.
Published: (2010)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
The macroeconomics determinants of stock market movement in developing country : evidence from Malaysia
by: Loh, Siew Kin, et al.
Published: (2012)
by: Loh, Siew Kin, et al.
Published: (2012)
Stock market liberalization, returns and integration
in Asia / Noor Azryani Auzairy
by: Auzairy, Noor Azryani
Published: (2014)
by: Auzairy, Noor Azryani
Published: (2014)
The impact of subprime mortgage crisis on Islamic banking and islamic stock market
by: Wong, Siew Lee
Published: (2012)
by: Wong, Siew Lee
Published: (2012)
Macroeconomic determinants of the stock market return : the case in Malaysia
by: Heng, Lee Ting, et al.
Published: (2012)
by: Heng, Lee Ting, et al.
Published: (2012)
Calendar anomalies in Pakistan stock market
by: Sobia, Quayyoum, et al.
Published: (2017)
by: Sobia, Quayyoum, et al.
Published: (2017)
The Linkage between Stock Market Returns of Singapore And Other Asean-5 Countries
by: Ooi, Yee Ming, et al.
Published: (2017)
by: Ooi, Yee Ming, et al.
Published: (2017)
Technical Analysis and Stock Price Prediction? Evidence from
Malaysian Stock Market
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)
Macroeconomic Variables Influence on Stock Market Performance
by: Norazidah, Shamsudin, et al.
Published: (2021)
by: Norazidah, Shamsudin, et al.
Published: (2021)
Stock market : random walk or mean reverting?
by: Sim, Gin Khai
Published: (2011)
by: Sim, Gin Khai
Published: (2011)
Is There Any International Diversification Benefits in ASEAN Stock Markets?
by: Lim, Kian-Ping, et al.
Published: (2009)
by: Lim, Kian-Ping, et al.
Published: (2009)
Is candlestick continuation patterns applicable in Malaysian stock market
by: Chin, Chee-Ling, et al.
Published: (2017)
by: Chin, Chee-Ling, et al.
Published: (2017)
An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
by: Ten, Louise Poh Yeng, et al.
Published: (2024)
by: Ten, Louise Poh Yeng, et al.
Published: (2024)
The effect of white collar crime announcement on stock price performance : Evidence from Malaysian stock market
by: Tay, Liangmui, et al.
Published: (2016)
by: Tay, Liangmui, et al.
Published: (2016)
Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
by: Chia, Ricky Chee-Jiun, et al.
Published: (2011)
by: Chia, Ricky Chee-Jiun, et al.
Published: (2011)
International Diversification Benefits In Asean Stock Markets: A Revisit
by: Lim, Kian-Ping, et al.
Published: (2003)
by: Lim, Kian-Ping, et al.
Published: (2003)
Stock return reaction to unusual market activity announcement : evidence from the ace market in Malaysia
by: Chen, Siong Yain
Published: (2015)
by: Chen, Siong Yain
Published: (2015)
Stock market integration between the Philippines and its major trading partners
by: Lai,, Yie Fung.
Published: (2011)
by: Lai,, Yie Fung.
Published: (2011)
The relationship between financial liberalization and stock market efficiency: A study of emerging markets
/ Navaz Naghavi
by: Navaz, Naghavi
Published: (2014)
by: Navaz, Naghavi
Published: (2014)
Causal relationship between stock market returns and macroeconomic variables in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)
by: Ali, Umar Ahmad, et al.
Published: (2015)
Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications
by: Lim, Kian-Ping, et al.
Published: (2005)
by: Lim, Kian-Ping, et al.
Published: (2005)
Nonlinear mean reversion in stock prices: evidence from Asian markets
by: Lim, Kian-Ping, et al.
Published: (2007)
by: Lim, Kian-Ping, et al.
Published: (2007)
Banks, stock market and economic growth in developing countries: a re-assessment using panel cointegration approach
by: Abubakar , Abdulsalam, et al.
Published: (2014)
by: Abubakar , Abdulsalam, et al.
Published: (2014)
Stock prices, exchange rates, and oil prices : evidence from net oil-importing countries
by: Chua,, Nancy Ko Sin
Published: (2010)
by: Chua,, Nancy Ko Sin
Published: (2010)
Economic integration among asean countries: evidence for gravity model
by: Mohd Amin, Ruzita, et al.
Published: (2010)
by: Mohd Amin, Ruzita, et al.
Published: (2010)
An autoregressive distributive lag for the analysis of macroeconomic variables on stock market returns in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)
by: Ali, Umar Ahmad, et al.
Published: (2015)
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange
by: Lim, Kian-Ping, et al.
Published: (2003)
by: Lim, Kian-Ping, et al.
Published: (2003)
Efficient market hypothesis : evidence from asean-5 countries
by: Wong, Yeong Der
Published: (2011)
by: Wong, Yeong Der
Published: (2011)
International Stock Market Diversification: A Co-integration Analysis of BRICS and Pakistan
by: Zahid, Waleed
Published: (2019)
by: Zahid, Waleed
Published: (2019)
Stock market returns and macroeconomic variables in nigeria: testing for dynamic linkages with a structural break
by: Ali, Umar Ahmad, et al.
Published: (2015)
by: Ali, Umar Ahmad, et al.
Published: (2015)
Similar Items
-
Volatility transmission and asymmetric effect between stock and foreign exchange markets among the brics
by: Khoo, Wai Hoe
Published: (2011) -
Stock market and macroeconomic integration : an asymmetric evidence on selected five countries
by: Bar, Seow Poh, et al.
Published: (2012) -
Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis:Insight From BRIC Countries
by: Puah, Chin Hong, et al.
Published: (2015) -
Multi-objective portfolio selection with skewness preference: An application to the stock and electricity markets / Karoon Suksonghong
by: Karoon, Suksonghong
Published: (2014) -
Foreign direct investment and economic growth:Empirical study in the BRIC countries
by: Ling, Foo Sien
Published: (2013)