Correlation studies on equity markets using linear regression model - Malaysia developing and developed markets

The specific objective of this paper is to generate and analyze the average correlation coefficient between Malaysian equity market and other selected countries equity markets during the period of 17 years from January 1987 to December 2003. The study employs Linear Regression Model to determine th...

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Hlavní autoři: Haron, Razali, Zainal Abidin, Sazali, Larbani, Moussa
Médium: Proceeding Paper
Jazyk:English
Vydáno: 2006
Témata:
On-line přístup:http://irep.iium.edu.my/10837/1/Correlation_studies_on_equity_market_using_linear_regression_model_-_Malaysia_Developing_and_Developed_Markets_-_MFA_8.pdf