Contagion effect of seasonality in the ASEAN Plus 3 equity markets

This study investigates the presence of contagion effect of seasonality in the ASEAN plus 3 markets. The study employs the month-end closing prices of each market's broad based stock indexes over the period of 20 years from January 1987 to December2006, The analysis begins by establishing evid...

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Bibliographic Details
Main Authors: Ruzita Abd. Rahim,, Abu Hassan Shaari Mohd Nor,
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2007
Online Access:http://journalarticle.ukm.my/7838/1/1586-2984-1-SM.pdf
http://journalarticle.ukm.my/7838/
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