The comovement of the selective ASEAN stock markets: is there any impact on Malaysian stock market?

This paper investigates the cointegration relationship in the monthly returns among five stock market indices of ASEAN countries namely FTSE Bursa Malaysia KLCI, Bangkok Stock Exchange of Thailand, Ho Chi Minh Stock Exchange, Jakarta Composite Index and Philippines Stock Exchange. The period of stud...

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Bibliographic Details
Main Author:	Nurul Ezzati, Ahmad Yani
Format:	Thesis
Language:	English English
Published:	2016
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/6099/1/s817812_01.pdf https://etd.uum.edu.my/6099/2/s817812_02.pdf

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