Testing the efficacy of information transmission: is equity style index better than stock market index?

Testing the efficacy of information transmission: is equity style index better than stock market index?

This paper examines the ability of equity style to predict future movement of composite leading economic index in a multivariate Granger causality framework. By comparing the efficacy of information transmission between equity style index and Bursa Malaysia Industrial Index, our results show that th...

Full description

Bibliographic Details
Main Authors: Lau, Wee-Yeap, Lee, Chin
Format: Article
Language:English
Published: Technical University of Liberec 2015
Online Access:http://psasir.upm.edu.my/id/eprint/46510/
http://psasir.upm.edu.my/id/eprint/46510/1/Testing%20the%20efficacy%20of%20information%20transmission%3B%20is%20equity%20style%20index%20better%20than%20stock%20market%20index.pdf

Similar Items

Similar Items