long run relationship among east asian equity markets and kse
Clicks: 213
ID: 203768
2012
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This
article has not been analysed, so there is no overall score —
reader engagement is measured and shown alongside.
Reader Engagement
Steady Performance
30.0
/100
213 views
31 readers
AI Quality Assessment
Not analyzed
Readership in this journal
SteadyRanked #64 of 124 articles by views in Journal of ethnobiology and ethnomedicine
Most read
Least read
Bar heights use a square-root scale. Only the 120 most-read articles are drawn; the journal has 124 in total.
Mint this article as an NFT
Not yet mintedCreate a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.
5
SUSD
one-off · no wallet required
Abstract
The dependence of various stock markets plays a vital role in diversification while selecting securities in an investor’s portfolio. This study examines interdependence among the East Asian stock markets in relation to the Karachi Stock Exchange. Monthly data ranging from 2000 to 2010 is included and tested in this paper. This relationship is tested by using descriptive statistics and correlation matrix. Data stationarity is ensured by Unit Root Test. Evidence from Granger Causality and Impulse Response Test prove no relationship between KSE and stock markets of the East Asian countries while there exists certain level of unidirectional relationship from Japan to China and from Japan to Pakistan.
| Reference Key |
bhatti2012managementlong
Use this key to autocite in the manuscript while using
SciMatic Manuscript Manager or Thesis Manager
|
|---|---|
| Authors | ;Ghulam Ali Bhatti;Arshad Hassan;Haroon Hussain;Rana Yasir Hussain |
| Journal | Journal of ethnobiology and ethnomedicine |
| Year | 2012 |
| DOI |
DOI not found
|
| URL | |
| Keywords |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.