A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar

The relationship between the stock markets of the developed countries has been examined extensively in the literature. This study tries to investigate the information transfer between stock market in south Asia by using three countries (Malaysia, Thailand and Philippines). The Vector Autoregression...

Full description

Bibliographic Details
Main Author:	Abu Bakar, Mohd Raqib
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2009
Subjects:	ASEAN Investment, capital formation, speculation Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/25497/ http://ir.uitm.edu.my/id/eprint/25497/1/PPb_MOHD%20RAQIB%20ABU%20BAKAR%20BM%20M%2009_5.pdf

id	uitm-25497
recordtype	eprints
spelling	uitm-254972019-11-27T04:59:30Z http://ir.uitm.edu.my/id/eprint/25497/ A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar Abu Bakar, Mohd Raqib ASEAN Investment, capital formation, speculation Stock price indexes. Stock quotations The relationship between the stock markets of the developed countries has been examined extensively in the literature. This study tries to investigate the information transfer between stock market in south Asia by using three countries (Malaysia, Thailand and Philippines). The Vector Autoregression (VAR) model was applied to five year daily price of stock index from these countries from 2004 to 2008. The result shows that the both dometic relationship and information transfer are existing in Malaysia, Thailand and Philippines. In addition, the study shows that all the three countries have positive relationship between market Malaysia, Thailand and Philippines. There are no interdependencies price relationship between market Philippines and Thailand. There are existed lead-lag relationships between market participants such as investor and regulators in making better investment decisions and policy to control the market. Faculty of Business and Management 2009 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/25497/1/PPb_MOHD%20RAQIB%20ABU%20BAKAR%20BM%20M%2009_5.pdf Abu Bakar, Mohd Raqib (2009) A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	ASEAN Investment, capital formation, speculation Stock price indexes. Stock quotations
spellingShingle	ASEAN Investment, capital formation, speculation Stock price indexes. Stock quotations Abu Bakar, Mohd Raqib A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
description	The relationship between the stock markets of the developed countries has been examined extensively in the literature. This study tries to investigate the information transfer between stock market in south Asia by using three countries (Malaysia, Thailand and Philippines). The Vector Autoregression (VAR) model was applied to five year daily price of stock index from these countries from 2004 to 2008. The result shows that the both dometic relationship and information transfer are existing in Malaysia, Thailand and Philippines. In addition, the study shows that all the three countries have positive relationship between market Malaysia, Thailand and Philippines. There are no interdependencies price relationship between market Philippines and Thailand. There are existed lead-lag relationships between market participants such as investor and regulators in making better investment decisions and policy to control the market.
format	Student Project
author	Abu Bakar, Mohd Raqib
author_facet	Abu Bakar, Mohd Raqib
author_sort	Abu Bakar, Mohd Raqib
title	A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
title_short	A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
title_full	A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
title_fullStr	A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
title_full_unstemmed	A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar
title_sort	study on the information transfer between stock market in south asia (thailand, malaysia, philippines) / mohd raqib abu bakar
publisher	Faculty of Business and Management
publishDate	2009
url	http://ir.uitm.edu.my/id/eprint/25497/ http://ir.uitm.edu.my/id/eprint/25497/1/PPb_MOHD%20RAQIB%20ABU%20BAKAR%20BM%20M%2009_5.pdf
first_indexed	2023-09-18T23:14:51Z
last_indexed	2023-09-18T23:14:51Z
_version_	1777419043611869184

A study on the information transfer between stock market in South Asia (Thailand, Malaysia, Philippines) / Mohd Raqib Abu Bakar

Similar Items