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