Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk

Beberapa kajian lepas mengenai integrasi kewangan mendapati pasaran saham ASEAN-5 berintegrasi di peringkat global dan regional. Several studies have documented evidence on the global and regional integration of ASEAN-5 stock markets.

Bibliographic Details
Main Author:	Janor, Hawati
Format:	Thesis
Language:	English
Published:	2009
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/15535/
Abstract	Abstract here

Similar Items

Asset pricing and volatility modeling : the case of Indonesia stock market
by: Herwany, Aldrin
Published: (2024)

The Asset Pricing and Bid-Ask Spread: An Empirical Evidence Based on the KLSE Market
by: Lee, Say Oh
Published: (1998)

Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market
by: Faisal Khan
Published: (2025)

Evidence, Determinants, And Consequences Of Asset Price Bubbles: The Case Of Malaysia And Singapore
by: Gary , John Rangel
Published: (2010)

The Malaysian Islamic stock market : a study on performance and the conditional capital asset pricing model
by: Mohd Mahyudi bin Mohd Yusop
Published: (2024)

The Impact of Accounting Earnings Disclosures on Stock Prices in Malaysia: An Emerging Market
by: Cheng, Fan Fah
Published: (2000)

Investigation into the impact of governance quality on stock price momentum in international stock markets
by: Imran, Zulfiqar Ali
Published: (2020)

Asset pricing in emerging markets : multifactor modelling approach
by: Hakim, Shabir Ahmad
Published: (2024)

Huber's robust estimation method in asset pricing of Shanghai stock exchange
by: Wang Jianlong (P66028)
Published: (2023)

Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
by: Hasan, Md. Zobaer
Published: (2014)

Pricing currency options by generalizations of the mixed fractional brownian motion
by: Shokrollahi, Foad
Published: (2016)

The Impact Of Accounting Earnings On Malaysian Stock Prices Some Empirical Evidence.
by: Au, Sian Hin
Published: (2000)

The relationship between commodity price and stock market of Malaysia
by: Ng, Timmy Yau Fung
Published: (2011)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006)

Intraday Price And Volume Relations In The Stock And Warrant Markets
by: LIM, KOK SEE
Published: (2004)

Macroeconomic sources of stock market volatility in ASEAN-5
by: Nikmanesh Lida (P61234)
Published: (2023)

Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
by: Chan, Sheau Tyng
Published: (2007)

Impact of oil price fluctuation on comparative advantage of manufacturing sectors in ASEAN-5
by: Noor Aida, Noh
Published: (2021)

Stock Market Integration Between ASEAN-5 And Developed Nations: The Roles Of Political And Financial Crises
by: Tajaddini, Reza
Published: (2008)

ASEAN-5 countries stock market integration : Pre and post Asian 1997 Financial crisis
by: Huang, David Tiong Ung
Published: (2012)

The Relationship Between Oil Price and Airline Stock Price
by: Saleh, Mousa Sharaf Adin Hezam
Published: (2012)

The interdependence of Indonesia stock market against the price volatility of G-20 countries’ stock market
by: Akwan, Itmamul
Published: (2020)

The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)

Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange
by: Husni, Tafdil
Published: (2005)

The Irrational Behaviour Of Investors And Its Impact On Stock Price Movements : Evidence From Bursa Malaysia
by: Toh, Guat Guan
Published: (2009)

ASEAN Monetary Union: Is ASEAN an Optimum Currency Area?
by: Lew, Yuen Sin
Published: (2010)

Stock-Bond Correlations In Asean-5: The Roles Of Financial Integration And Financial Development
by: Khalid, Muhammad Airil Syafiq Mohd
Published: (2020)

The relationship between ASEAN currencies with renminbi
by: Chong, Mui Foon.
Published: (2013)

Stock market and economic growth in ASEAN-5 / Siti Muliana Samsi
by: Siti Muliana , Samsi
Published: (2017)

The relationship between stock price and currency exchange rate in Malaysia : the case before pegging and after depegging of Ringgit Malaysia / Ooi Beng Hooi
by: Ooi, Beng Hooi
Published: (2010)

Empirical study on the effect of financial performance on bank stock prices in Malaysia
by: Raisa, Carissa Aulia
Published: (2025)

Currency order flow, exchange rate dynamics and market intervention: Empirical evidence from ASEAN-5 foreign exchange markets / Anifowose Abolaji Daniel
by: Anifowose Abolaji , Daniel
Published: (2018)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
by: Erfanian, Azadeh
Published: (2015)

Stock prices and long-run demand for money in three selected ASEAN countries Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

The irrational behaviour of investors and its impact on stock price movements: evidence from bursa Malaysia[HD28-70].
by: Toh, Guat Guan
Published: (2009)

The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)

The Contagion Effect of the 2007 Global Financial Crisis on the Malaysian Stock Market
by: Adam, Gawi Mohamed Khalifa
Published: (2012)

Investor sentiment, risk factors and asset pricing : Evidence from Malaysia
by: Gunathilaka, Ambagahawatte Gedara Chandana.
Published: (2016)

Effect of financial factors and optimum currency area on real exchange rate in ASEAN-3 countries
by: Tiang, Din Pian
Published: (2013)

The dynamic relationship between commodity energy prices and stock market volatility in Saudi Arabia
by: Alsufyani Manal (P76472)
Published: (2023)