Essays about: "malaysia stock market"

Showing result 1 - 5 of 8 essays containing the words malaysia stock market.

1. 1. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Massimiliano Severi; [2021]
   Keywords : Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

   Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE

3. 2. Energy Efficiency for Emerging Market Economies : A Panel Stochastic Frontier Analysis

   University essay from Umeå universitet/Nationalekonomi

   Author : Joseph Basabose; [2021]
   Keywords : ;

   Abstract : Using the stochastic frontier analysis (SFA) model, this research measures total-factor energy efficiency (TFEE) for 21 emerging market economies (EMEs) by analyzing the panel data collected from World Bank indicators, which stretches from 1990 up to 2015. Capital stock, labor force, carbon dioxide, and gross domestic product (GDP) are input variables and energy use is used as the output variable, while renewable energy consumption and urban population are the environmental variables. READ MORE

4. 3. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
   Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

   Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE

5. 4. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

   University essay from Umeå universitet/Företagsekonomi

   Author : Ngwe Lin Myat Chit; Feiran Wang; [2014]
   Keywords : Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

   Abstract : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. READ MORE

6. 5. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     

   University essay from Företagsekonomi; Handelshögskolan vid Umeå universitet (USBE)

   Author : Serkalem Tilahun Basazinew; Aliaksandra Vashkevich; [2013]
   Keywords : sovereign credit risk; credit default swap; stock index; Merton model; price discovery; capital structure arbitrage; emerging market.;

   Abstract : When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In theory both markets are supposed to incorporate new information simultaneously. READ MORE