Asian markets
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
... Emerging Asian markets, we find strong evidence of nonlinear mean reversion, whereas linear tests fail to reject the unit root null for most ...stock markets in China and Taiwan are highly ...
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Holiday Effect of East Asian Markets Reciprocally
... stock markets on one another. Empirical results showed that stock markets in East Asian region are having statistically significant ...East Asian economies investors are not good news seekers ...
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Weather effects on stock returns and volatility in South Asian markets
... Weather is considered to be a source of misattributed mood in capital market research studies. Many weather variables have been focused to examine their effects on equity returns and volatility. Saunders (1993) examines ...
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In Search of Market Index Leaders: Evidence from Asian Markets
... in Asian …nancial ...amongst Asian stock markets (Chang et ...…nancial markets was studied in a few empirical researches (Gu & Annala 2005, Herwany & Febrian 2008) but, to the best of ...
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View of An Exploratory Comparative Analysis of Asian Markets: China versus India | Asian Journal of Social Sciences and Management Studies
... This study investigates the business environments of two of Asia’s biggest economies: China and India. The significance of these two countries for international business can easily be inferred by the massive size of ...
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Empirical Investigation of Herding under Different Economic Setups
... at Asian and Asia Pacific markets, our results are more or less similar to Kabir and Shakur ...emerging Asian mar- kets barring Malaysia, all others are having strong form of herding while among all ...
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Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
... emerging markets become a separate asset class for the overseas ...emerging Asian markets in recent times, are ...of Asian emerging markets in relation to developed markets and ...
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Do Changes on Sovereign Credit Rating Have Impacts on the Interdependence of Stock Markets in the Asian Pacific Emerging Markets?
... bond markets, but fewer studies in their effects on financial interdependencies among different ...cial markets in home countries and foreign countries to diversify systematic ...stock markets in ...
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Stock Market Integration and the Impact of the Subprime Financial Crisis: A Malaysian Perspective
... The Asian financial crisis of 1997-1998 created a sudden interest among researchers to study the nature of market integration involving Asian ...moving markets together that will show up in the form ...
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UNDERSTANDING ASIAN EMERGING STOCK MARKETS
... the markets increases available funds, improving the efficiency of Asian markets, as also evident in global investment patterns, with 2003–2006 showing an influx of heavy portfolio investments in the ...
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Extreme risk in Asian equity markets
... an Asian market between 1995 and 2000 as an example, we know that returns were generally positive over most of this period but that the Asian crises over a relatively short timeframe would have reversed ...
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Association between Asian Equity Markets and Western Markets: Evidence from the Indexes of Equity Markets
... financial markets for the earlier years in their development were thought not to be fully developed when analyzed by the criteria developed by financial economists using criteria for analyzing Western equity ...
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Interdependence of South Asian & Developed Stock Markets and Their Impact on Kse (Pakistan)
... According to the Markowitz (1952);Markowitz (1959), the investor should hold a well-diversified portfolio of several securities which should be negatively correlated with one another. Moreover, the negatively correlated ...
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The Integration of Financial Markets: Empirical Evidence from South Asian Countries
... Table 1: Composition of Capital Flows in South Asia Countries 1970s Bangladesh India Nepal Pakistan Sri Lanka South-Asia 1980s Bangladesh India Nepal Pakistan Srilanka South-Asia.. WR=Wo[r] ...
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"Regional economic integration in Great East Asia: determinants and barriers"
... plementation of the East Asian regional geo-economic strategy of Ukraine. This is due to the fact that they reduce the ability of the state to assure preferential legal regime of access of domestic goods and ...
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Testing Weak form Market Efficiency: Empirical Evidence from Selected Asian Stock Markets
... in Asian emerging markets by testing random walk hypothesis and market efficiency over seven Asian emerging ...those markets. It was revealed that the major Asian emerging ...
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Impact of Terrorism on Stock Market: A Case of South Asian Stock Markets
... stock markets have been examined with respect to social, demographical, economic, wars, armed conflicts, elections, energy crises and environmental and non-environmental ...emerging markets of MENA region ...
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ASIAN EMERGING ECONOMIES AND UNITED STATES OF AMERICA:
... stock markets behavior is ...stock markets moves in random and does not affected by any ...emerging Asian economies and United States of ...stock markets of selected Asian emerging ...
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Value versus growth in the Asian equity markets
... 235 6.6.1 Descriptive Results of Portfolio Returns and Earnings Growth Characteristics 235 6.6.2 Analysis of Results: Extrapolation of Past Growth in Earnings 240 6.6.3 Analysis of Resul[r] ...
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Analysis of the Correlation Structure between Stock and Exchange Rate Markets: An Example of China on Asian emerging Markets
... 2006). Asian emerging markets have also seen a large change in their foreign exchange restrictions, such as adopting flexible exchange rate ...in Asian emerging markets, and as stock ...
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