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Linkages among selected Western and Asian stock markets / Noraini Aminudin

This empirical research investigates the international inter-relatedness among a number of national equity markets. These markets are from Malaysia, Singapore, Thailand, Japan, Korea, Taiwan, Australia, Hong Kong, Indonesia, the United States, the United Kingdom, the Philippines, France, Germany, De...

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Main Author: Aminudin, Noraini
Format: Research Reports
Language:English
Published: Research Management Institute (RMI) 2011
Online Access:http://ir.uitm.edu.my/id/eprint/16887/2/LP_NORAINI%20AMINUDIN%20RMI%2011_5.pdf
http://ir.uitm.edu.my/id/eprint/16887/
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spelling my.uitm.ir.168872019-11-11T04:24:03Z http://ir.uitm.edu.my/id/eprint/16887/ Linkages among selected Western and Asian stock markets / Noraini Aminudin Aminudin, Noraini This empirical research investigates the international inter-relatedness among a number of national equity markets. These markets are from Malaysia, Singapore, Thailand, Japan, Korea, Taiwan, Australia, Hong Kong, Indonesia, the United States, the United Kingdom, the Philippines, France, Germany, Denmark, Switzerland, Spain, Canada and Belgium. These markets were chosen as they include both emerging markets as well as well-established markets. Some authors such as Rhee and Chang (1991) studied the performance of the Pacific Basin stock markets (Australia, Japan, Hong Kong, Singapore, Malaysia, Korea, Taiwan and Thailand) and of the top five markets in the world (Japan, United States, United Kingdom, France and Germany). Together, these markets represent around 90% of the world's stock market capitalization. As the title implies, this study examines the structure of international stock market linkages. Knowledge of international stock market linkages, or interdependencies, is useful for international portfolio diversification, where investors can try to reduce a portion of the risk. Research Management Institute (RMI) 2011 Research Reports NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/16887/2/LP_NORAINI%20AMINUDIN%20RMI%2011_5.pdf Aminudin, Noraini (2011) Linkages among selected Western and Asian stock markets / Noraini Aminudin. [Research Reports] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
description This empirical research investigates the international inter-relatedness among a number of national equity markets. These markets are from Malaysia, Singapore, Thailand, Japan, Korea, Taiwan, Australia, Hong Kong, Indonesia, the United States, the United Kingdom, the Philippines, France, Germany, Denmark, Switzerland, Spain, Canada and Belgium. These markets were chosen as they include both emerging markets as well as well-established markets. Some authors such as Rhee and Chang (1991) studied the performance of the Pacific Basin stock markets (Australia, Japan, Hong Kong, Singapore, Malaysia, Korea, Taiwan and Thailand) and of the top five markets in the world (Japan, United States, United Kingdom, France and Germany). Together, these markets represent around 90% of the world's stock market capitalization. As the title implies, this study examines the structure of international stock market linkages. Knowledge of international stock market linkages, or interdependencies, is useful for international portfolio diversification, where investors can try to reduce a portion of the risk.
format Research Reports
author Aminudin, Noraini
spellingShingle Aminudin, Noraini
Linkages among selected Western and Asian stock markets / Noraini Aminudin
author_facet Aminudin, Noraini
author_sort Aminudin, Noraini
title Linkages among selected Western and Asian stock markets / Noraini Aminudin
title_short Linkages among selected Western and Asian stock markets / Noraini Aminudin
title_full Linkages among selected Western and Asian stock markets / Noraini Aminudin
title_fullStr Linkages among selected Western and Asian stock markets / Noraini Aminudin
title_full_unstemmed Linkages among selected Western and Asian stock markets / Noraini Aminudin
title_sort linkages among selected western and asian stock markets / noraini aminudin
publisher Research Management Institute (RMI)
publishDate 2011
url http://ir.uitm.edu.my/id/eprint/16887/2/LP_NORAINI%20AMINUDIN%20RMI%2011_5.pdf
http://ir.uitm.edu.my/id/eprint/16887/
_version_ 1685648866278375424
score 13.211869

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