An Empirical Examination of Returns on Select Asian Stock Market Indices
SMC Affiliated Work
1
Status
Faculty
School
School of Economics and Business Administration
Department
Accounting
Document Type
Article
Publication Date
2015
Publication / Conference / Sponsorship
Journal of Applied Banking and Finance
Description/Abstract
This study empirically examines the correlation among the returns of six select Asian stock market indices of India, China, Japan, Hong Kong, Singapore, and Taiwan. The study is conducted over a longer time period of 2000 – 2012. The correlation results provide useful information for foreign institutional investors, portfolio managers, regulators, and policy makers in designing appropriate strategies to maximize risk adjusted returns.
Scholarly
yes
Peer Reviewed
1
Volume
5
Issue
2
First Page
97
Last Page
101
Disciplines
Business | Economics
Original Citation
Lingaraja, K., Selvam, M. & S. Venkateswar. (2015). An Empirical Examination of Returns on Select Asian Stock Market Indices. Journal of Applied Banking and Finance, 5(2), 97-101.
Repository Citation
Lingaraja, Kasilingam; Selvam, Murugesan; and Venkateswar, Sankaran. An Empirical Examination of Returns on Select Asian Stock Market Indices (2015). Journal of Applied Banking and Finance. 5 (2), 97-101. [article]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/136
