
Diversifying In The Integrated Markets Of Asean+3: A Quantitative Study Of Stock Market Correlation
There is evidence that globalization, economic assimilation and integration among countries and their financial markets have increased correlation among stock markets and the correlation may in turn impact investors' allocation of their assets and economic policies. We have conducted a quantitative study with daily stock index quotes for the period January 2000 and December 2009 in order to measur...
Paperback: 84 pages
Publisher: LAP LAMBERT Academic Publishing (August 19, 2010)
Language: English
ISBN-10: 9783838394305
ISBN-13: 978-3838394305
ASIN: 3838394305
Product Dimensions: 5.9 x 0.2 x 8.7 inches
Amazon Rank: 18768290
Format: PDF ePub djvu book
- 9783838394305 pdf
- 978-3838394305 pdf
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the eventual correlation between the markets of ASEAN+3. This economic integration consists of; Indonesia, Malaysia, Philippines, Singapore, Thailand, China, Japan and South Korea. The purpose of the study is to conduct a research that will provide investors with information about stock market correlation within the chosen market. The main theories discussed are; market efficiency, risk and return, Modern Portfolio Theory, correlation and international investments. We found that most of the ASEAN+3 countries were strongly correlated with each other. Based on this we concluded that economic integration seems to increase correlation between stock markets.
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