Title

An Empirical Examination of Returns on Select Asian Stock Market Indices

SMC Author

Sankaran Venkateswar

SMC Affiliated Work

1

Status

Faculty

School

School of Economics and Business Administration

Department

Accounting

Document Type

Article

Publication Date

2015

Publication Title

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.

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