ISSN

2321-5763 (Online)
0976-495X (Print)


Author(s): S. Rajamohan, G. Arivalagan

Email(s): srajamohan1988@gmail.com , arivu760@gmail.com

DOI: 10.5958/2321-5763.2017.00186.X   

Address: S. Rajamohan1, G. Arivalagan2 1Professor, Alagappa Institute of Management, Alagappa University, Karaikudi-630003 2Research Scholar, Alagappa Institute of Management, Alagappa University, Karaikudi-630003 *Corresponding Author

Published In:   Volume - 8,      Issue - 4,     Year - 2017


ABSTRACT:
This paper investigates the co movements between the Asian countries stock indices. The study aims to explore the long run relationship between the stock market indices. The researcher has used daily closing price of the index for the period of April 2003 to March 2016. The sample area is Asian continent countries such as china, India, Japan, Korea, Indonesia, Malaysia, Pakistan, Russia and Singapore. All the data are used in the raw to found the ADF at first order difference. The co integration is used to find the relationship among the stock indices. Granger causality is used to analyse the causal effect on the stock market indices.


Cite this article:
S. Rajamohan, G. Arivalagan. Nexus amidst Asian Continent Stock Exchange Indices. Asian J. Management; 2017; 8(4):1227-1232. doi: 10.5958/2321-5763.2017.00186.X


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Asian Journal of Management (AJM) is an international, peer-reviewed journal, devoted to managerial sciences. The aim of AJM is to publish the relevant to applied management theory and practice...... Read more >>>

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DOI: 10.5958/2321-5763 


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