Linkages among selected Western and Asian stock markets / Noraini Aminudin

Aminudin, Noraini (2011) Linkages among selected Western and Asian stock markets / Noraini Aminudin. [Research Reports] (Unpublished)

Abstract

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.

Metadata

Item Type: Research Reports
Creators:
Creators
Email / ID Num.
Aminudin, Noraini
UNSPECIFIED
Divisions: Universiti Teknologi MARA, Shah Alam > Research Management Centre (RMC)
Keywords: Linkages; Western and Asian stock markets; world's stock market capitalization
Date: 2011
URI: https://ir.uitm.edu.my/id/eprint/16887
Edit Item
Edit Item

Download

[thumbnail of LP_NORAINI AMINUDIN RMI 11_5.pdf] Text
LP_NORAINI AMINUDIN RMI 11_5.pdf

Download (74kB)

Digital Copy

Digital (fulltext) is available at:

Physical Copy

Physical status and holdings:
Item Status:

ID Number

16887

Indexing

Statistic

Statistic details