Behavioural finance : impact of government protests on Asian Stock Indexes.
This paper employs a novel mood variable - protests against governments - to examine the effect of investors’ sentiments on stock prices. The countries involved in this study comprise the five major countries within the Association of Southeast Asian Nations (ASEAN), namely Singapore, Malaysia, Indo...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15062 |
| _version_ | 1824453771843862528 |
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| author | Ng, Yvonne Chu Yan. Soon, Peiyu. Tan, Pei Ru. |
| author2 | Li Ka Ki Jackie |
| author_facet | Li Ka Ki Jackie Ng, Yvonne Chu Yan. Soon, Peiyu. Tan, Pei Ru. |
| author_sort | Ng, Yvonne Chu Yan. |
| collection | NTU |
| description | This paper employs a novel mood variable - protests against governments - to examine the effect of investors’ sentiments on stock prices. The countries involved in this study comprise the five major countries within the Association of Southeast Asian Nations (ASEAN), namely Singapore, Malaysia, Indonesia, Philippines and Thailand. Through the analysis of our results, we find that protest events would lead to a significant increase in the correlation coefficients of the home country and its neighbouring countries. We hope that investors are able to use the findings derived from this study to wisely invest in and accurately predict a country’s index, particularly in the aftermath of such protests. |
| first_indexed | 2025-02-19T03:11:43Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/15062 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2025-02-19T03:11:43Z |
| publishDate | 2009 |
| record_format | dspace |
| spelling | ntu-10356/150622023-05-19T06:16:17Z Behavioural finance : impact of government protests on Asian Stock Indexes. Ng, Yvonne Chu Yan. Soon, Peiyu. Tan, Pei Ru. Li Ka Ki Jackie Nanyang Business School DRNTU::Business::Finance::Stock exchanges This paper employs a novel mood variable - protests against governments - to examine the effect of investors’ sentiments on stock prices. The countries involved in this study comprise the five major countries within the Association of Southeast Asian Nations (ASEAN), namely Singapore, Malaysia, Indonesia, Philippines and Thailand. Through the analysis of our results, we find that protest events would lead to a significant increase in the correlation coefficients of the home country and its neighbouring countries. We hope that investors are able to use the findings derived from this study to wisely invest in and accurately predict a country’s index, particularly in the aftermath of such protests. BUSINESS 2009-03-20T07:51:07Z 2009-03-20T07:51:07Z 2009 2009 Final Year Project (FYP) http://hdl.handle.net/10356/15062 en Nanyang Technological University 76 p. application/pdf |
| spellingShingle | DRNTU::Business::Finance::Stock exchanges Ng, Yvonne Chu Yan. Soon, Peiyu. Tan, Pei Ru. Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title | Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title_full | Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title_fullStr | Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title_full_unstemmed | Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title_short | Behavioural finance : impact of government protests on Asian Stock Indexes. |
| title_sort | behavioural finance impact of government protests on asian stock indexes |
| topic | DRNTU::Business::Finance::Stock exchanges |
| url | http://hdl.handle.net/10356/15062 |
| work_keys_str_mv | AT ngyvonnechuyan behaviouralfinanceimpactofgovernmentprotestsonasianstockindexes AT soonpeiyu behaviouralfinanceimpactofgovernmentprotestsonasianstockindexes AT tanpeiru behaviouralfinanceimpactofgovernmentprotestsonasianstockindexes |