Pulangan dan Variabiliti Pasaran Saham Rantau ASEAN: Satu Kajian Perbandingan

Jabatan Kewangan
Fakulti Pengurusan Perniagaan
Universiti Kebangsaan Malaysia
43600 UKM Bangi
Selangor Darul Ehsan


Abstract

This study shows that the stock markets of ASEAN region are Independent of each other Differences in economic development lead to differences in the stock market performance with its return and variability are expected to be different. Using monthly data on indices of respective stock markets between 1/87 to 11/92, the result of Z-statistics and F -statistics shows that the return and variability of these markets are significantly different. This study also shows that return performance of these markets is independent of their risk.

Keywords

Citation

Ibrahim, I. (1994). Pulangan dan Variabiliti Pasaran Saham Rantau ASEAN: Satu Kajian Perbandingan. Jurnal Pengurusan, 13, 1–8.

@article{ibrahim1994pulangan,
  title={Pulangan dan Variabiliti Pasaran Saham Rantau ASEAN: Satu Kajian Perbandingan},
  author={Ibrahim, Ismail},
  journal={Jurnal Pengurusan},
 

volume={13},
  number={},
  pages={1—8},
  year={1994},
  doi={},
  publisher={Penerbit UKM},
}

Export Bibliography:

No. of views: 137

   

Article received:  
Accepted for publication:  
Available online: 

Issue logo

13 (1994) 1 – 8

Download PDF

Share via:

Receive updates when new articles are published