Matches in SemOpenAlex for { <https://semopenalex.org/work/W1514986938> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W1514986938 abstract "This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock markets between 1 Jan 2000 and 30 October 2012. In doing so, it uses the Augmented Dicky Fuller (ADF), Johansen Multivariate and Bivariate Co-integration models to check for long-term integration; and the Vector Error Correction Model and Engle Granger Causality tests to check short-term relationships amongst the fifteen selected stock markets. With the help of Johansen Multivariate test, this analysis reveals there exist long-term relationship among the major stock markets of the Asia Pacific. Through the use of Bivariate Co-integration analysis it is revealed that the markets of CSE (Sri Lanka), KLSE (Malaysia), KSE (Pakistan), SET (Thailand) and TWII (Taiwan), have no long run integration with the selected stock markets, which means investors can still benefit form long-term investment in these stock markets for their portfolios. The Vector Error Correction and Engle Granger Causality tests uncover that all the selected Asia-Pacific stock markets have strong short-term linkage, with the exceptions of SET (Thailand) and SSE (Shanghai). However, from return and risk, we can deduce that both SET and SSE have high risk, but not high returns, and as a result this paper does not recommend short-term portfolio investments in these markets. The findings of this paper serve as a useful source for investors interested in diversifying their portfolios across various Asia-Pacific stock markets." @default.
- W1514986938 created "2016-06-24" @default.
- W1514986938 creator A5031674125 @default.
- W1514986938 date "2013-06-12" @default.
- W1514986938 modified "2023-09-27" @default.
- W1514986938 title "CO-INTEGRATION AND CAUSALITY ANALYSIS AMONG ASIA PACIFIC STOCMARKETS" @default.
- W1514986938 hasPublicationYear "2013" @default.
- W1514986938 type Work @default.
- W1514986938 sameAs 1514986938 @default.
- W1514986938 citedByCount "0" @default.
- W1514986938 crossrefType "dissertation" @default.
- W1514986938 hasAuthorship W1514986938A5031674125 @default.
- W1514986938 hasConcept C105795698 @default.
- W1514986938 hasConcept C106159729 @default.
- W1514986938 hasConcept C129824826 @default.
- W1514986938 hasConcept C134024062 @default.
- W1514986938 hasConcept C144133560 @default.
- W1514986938 hasConcept C145162277 @default.
- W1514986938 hasConcept C149782125 @default.
- W1514986938 hasConcept C161584116 @default.
- W1514986938 hasConcept C162324750 @default.
- W1514986938 hasConcept C166957645 @default.
- W1514986938 hasConcept C204036174 @default.
- W1514986938 hasConcept C205649164 @default.
- W1514986938 hasConcept C2780821815 @default.
- W1514986938 hasConcept C33923547 @default.
- W1514986938 hasConcept C64341305 @default.
- W1514986938 hasConceptScore W1514986938C105795698 @default.
- W1514986938 hasConceptScore W1514986938C106159729 @default.
- W1514986938 hasConceptScore W1514986938C129824826 @default.
- W1514986938 hasConceptScore W1514986938C134024062 @default.
- W1514986938 hasConceptScore W1514986938C144133560 @default.
- W1514986938 hasConceptScore W1514986938C145162277 @default.
- W1514986938 hasConceptScore W1514986938C149782125 @default.
- W1514986938 hasConceptScore W1514986938C161584116 @default.
- W1514986938 hasConceptScore W1514986938C162324750 @default.
- W1514986938 hasConceptScore W1514986938C166957645 @default.
- W1514986938 hasConceptScore W1514986938C204036174 @default.
- W1514986938 hasConceptScore W1514986938C205649164 @default.
- W1514986938 hasConceptScore W1514986938C2780821815 @default.
- W1514986938 hasConceptScore W1514986938C33923547 @default.
- W1514986938 hasConceptScore W1514986938C64341305 @default.
- W1514986938 hasLocation W15149869381 @default.
- W1514986938 hasOpenAccess W1514986938 @default.
- W1514986938 hasPrimaryLocation W15149869381 @default.
- W1514986938 hasRelatedWork W1505305077 @default.
- W1514986938 hasRelatedWork W1517531208 @default.
- W1514986938 hasRelatedWork W1554124251 @default.
- W1514986938 hasRelatedWork W1595053686 @default.
- W1514986938 hasRelatedWork W2129702053 @default.
- W1514986938 hasRelatedWork W2134752642 @default.
- W1514986938 hasRelatedWork W2620462535 @default.
- W1514986938 hasRelatedWork W2763122639 @default.
- W1514986938 hasRelatedWork W2900202832 @default.
- W1514986938 hasRelatedWork W2910761945 @default.
- W1514986938 hasRelatedWork W2945147945 @default.
- W1514986938 hasRelatedWork W2975812623 @default.
- W1514986938 hasRelatedWork W2993333967 @default.
- W1514986938 hasRelatedWork W3017160117 @default.
- W1514986938 hasRelatedWork W3021458782 @default.
- W1514986938 hasRelatedWork W3039167065 @default.
- W1514986938 hasRelatedWork W3048667383 @default.
- W1514986938 hasRelatedWork W3147533024 @default.
- W1514986938 hasRelatedWork W3176603616 @default.
- W1514986938 hasRelatedWork W3206827941 @default.
- W1514986938 isParatext "false" @default.
- W1514986938 isRetracted "false" @default.
- W1514986938 magId "1514986938" @default.
- W1514986938 workType "dissertation" @default.