Jabatan Kewangan
Fakulti Pengurusan Perniagaan
Universiti Kebangsaan Malaysia
43600 UKM Bangi
Selangor.
Jabatan Pengurusan
Fakulti Pengurusan Perniagaan
Universiti Kebangsaan Malaysia
43600 UKM Bangi
Selangor.
Abstract
This paper attempts to provide a framework to look at the current and lag relationship from year 1990 to 1992 between every ASEAN stock market and ASEAN as a whole with major foreign markets especially those of New York, Japanese, and Australian stock markets. The significant correlation coefficient with less than one shows that the diversification between some of these countries can reduce the risk. This study shows that the reaction of ASEAN market m absorbing the events from the developed market is quite efficient.
Keywords
Citation
@article{matnor1994hubungan,
title={Hubungan antara Pasaran Saham New York, Tokyo dan Australia dengan Pasaran Saham Negara-negara ASEAN},
author={Mat Nor, Fauzias and Halid, Noreha},
journal={Jurnal Pengurusan},
number={},
pages={63—72},
doi={},
publisher={Penerbit UKM},
}
Article received:
Accepted for publication:
Available online:
13 (1994) 63 – 72
Share via:
Receive updates when new articles are published