Integration Analysis of the Malaysian Stock Market

This study employs the cointergration and causality techniques in examining the intergration as well as the short-term and long term dynamic causal linkages between the five major sector' price indices listed in the main board of he Malaysan stock market and intergration elationship among the...

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Bibliographic Details
Main Author: Chan, Sok Gee
Format: Thesis
Language:English
English
Published: 2004
Subjects:
Online Access:http://etd.uum.edu.my/1161/1/CHAN_SOK_GEE.pdf
http://etd.uum.edu.my/1161/2/1.CHAN_SOK_GEE.pdf
http://etd.uum.edu.my/1161/
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