International financial market integration: an examination of six stocks markets
The recent daily data (Jan. 1, 1990 - July, 22,1992) of six stock markets namely, Japan, Hong Kong, Malaysia, Australia, the US, and the UK were used in this study to examine the degree of integration of these markets by using simple correlation and multiple regression analysis. The study found tha...
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Format: | Article |
Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
1994
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Online Access: | http://journalarticle.ukm.my/7960/ http://journalarticle.ukm.my/7960/ http://journalarticle.ukm.my/7960/1/792-1514-1-SM.pdf |