Stock market integration and portfolio divesification in the bric countries

Wong, Kai Hung (2012) Stock market integration and portfolio divesification in the bric countries. Masters thesis, Universiti Malaysia Sarawak, (UNIMAS).

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Abstract

This study examines the stock market integration and portfolio diversification in the BRICs (Brazil, Russia, India and China) before and after the US subprime mortgage crisis in 2008. The monthly stock market dosing indexes from May 2003 to June 201] have been adopted and further sub-divided into pre-crisis and post-crisis periody The results reveal that increase of stock market integration in BRICs after the subprime crisis. The evidence also found that China stock market is the most influential among the BRICs, in whioh the China stock market has the ability to Granger cause the other three BRICs member countlies. Policy implication for investor on portfolio diversification shall be considered.

Item Type: Thesis (Masters)
Additional Information: Thesis (M.Sc.) -- Universiti Malaysia Sarawak, 2012.
Uncontrolled Keywords: stock market integration, Stock exchanges, Stock price forecasting, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education, Postgraduate, research, Universiti Malaysia Sarawak
Subjects: H Social Sciences > HB Economic Theory
Divisions: Academic Faculties, Institutes and Centres > Faculty of Economics and Business
Depositing User: Karen Kornalius
Date Deposited: 05 Oct 2015 02:59
Last Modified: 05 Oct 2015 02:59
URI: http://ir.unimas.my/id/eprint/9069

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