Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.

This study applies a threshold autoregressive (TAR) model to monthly stock prices for three South Asian countries over the period from 1991:01 to 2009:09. Two main conclusions are drawn. Firstly, the results indicate that all the stock prices in this study exhibit non-linear behavior. Secondly, a pa...

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Main Authors: Tan, Siow Hooi, Habibullah, Muzafar Shah, Khong, R. W. L.
Format: Article
Language:English
English
Published: Economics Bulletin 2010
Online Access:http://psasir.upm.edu.my/id/eprint/15826/
http://psasir.upm.edu.my/id/eprint/15826/1/Non-linear%20unit%20root%20properties%20of%20stock%20prices%20evidence%20from%20India%2C%20Pakistan%20and%20Sri%20Lanka..pdf
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author Tan, Siow Hooi
Habibullah, Muzafar Shah
Khong, R. W. L.
author_facet Tan, Siow Hooi
Habibullah, Muzafar Shah
Khong, R. W. L.
author_sort Tan, Siow Hooi
building UPM Institutional Repository
collection Online Access
description This study applies a threshold autoregressive (TAR) model to monthly stock prices for three South Asian countries over the period from 1991:01 to 2009:09. Two main conclusions are drawn. Firstly, the results indicate that all the stock prices in this study exhibit non-linear behavior. Secondly, a partial unit root was found to be present in one of the regimes indicating that the stock prices are weak form efficiency, but not all the time.
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institution Universiti Putra Malaysia
institution_category Local University
language English
English
last_indexed 2025-11-15T08:04:41Z
publishDate 2010
publisher Economics Bulletin
recordtype eprints
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spelling upm-158262016-01-19T02:15:36Z http://psasir.upm.edu.my/id/eprint/15826/ Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka. Tan, Siow Hooi Habibullah, Muzafar Shah Khong, R. W. L. This study applies a threshold autoregressive (TAR) model to monthly stock prices for three South Asian countries over the period from 1991:01 to 2009:09. Two main conclusions are drawn. Firstly, the results indicate that all the stock prices in this study exhibit non-linear behavior. Secondly, a partial unit root was found to be present in one of the regimes indicating that the stock prices are weak form efficiency, but not all the time. Economics Bulletin 2010 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/15826/1/Non-linear%20unit%20root%20properties%20of%20stock%20prices%20evidence%20from%20India%2C%20Pakistan%20and%20Sri%20Lanka..pdf Tan, Siow Hooi and Habibullah, Muzafar Shah and Khong, R. W. L. (2010) Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka. Economics Bulletin, 30 (1). pp. 274-281. ISSN 1545-2921 English
spellingShingle Tan, Siow Hooi
Habibullah, Muzafar Shah
Khong, R. W. L.
Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title_full Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title_fullStr Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title_full_unstemmed Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title_short Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
title_sort non-linear unit root properties of stock prices : evidence from india, pakistan and sri lanka.
url http://psasir.upm.edu.my/id/eprint/15826/
http://psasir.upm.edu.my/id/eprint/15826/1/Non-linear%20unit%20root%20properties%20of%20stock%20prices%20evidence%20from%20India%2C%20Pakistan%20and%20Sri%20Lanka..pdf