Stock market integration and portfolio divesification in the bric countries

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...

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Main Author:	Wong, Kai Hung
Format:	Thesis
Language:	English
Published:	2012
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf
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id	my-unimas-ir.9069
record_format	uketd_dc
spelling	my-unimas-ir.90692023-05-18T08:28:39Z Stock market integration and portfolio divesification in the bric countries 2012 Wong, Kai Hung HB Economic Theory 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. Universiti Malaysia Sarawak, (UNIMAS) 2012 Thesis http://ir.unimas.my/id/eprint/9069/ http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf text en validuser masters Universiti Malaysia Sarawak, (UNIMAS) Faculty of Economics and Business
institution	Universiti Malaysia Sarawak
collection	UNIMAS Institutional Repository
language	English
topic	HB Economic Theory
spellingShingle	HB Economic Theory Wong, Kai Hung Stock market integration and portfolio divesification in the bric countries
description	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.
format	Thesis
qualification_level	Master's degree
author	Wong, Kai Hung
author_facet	Wong, Kai Hung
author_sort	Wong, Kai Hung
title	Stock market integration and portfolio divesification in the bric countries
title_short	Stock market integration and portfolio divesification in the bric countries
title_full	Stock market integration and portfolio divesification in the bric countries
title_fullStr	Stock market integration and portfolio divesification in the bric countries
title_full_unstemmed	Stock market integration and portfolio divesification in the bric countries
title_sort	stock market integration and portfolio divesification in the bric countries
granting_institution	Universiti Malaysia Sarawak, (UNIMAS)
granting_department	Faculty of Economics and Business
publishDate	2012
url	http://ir.unimas.my/id/eprint/9069/2/Hung%28fulltext%29.pdf
_version_	1783728024067244032

Stock market integration and portfolio divesification in the bric countries

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