IDEAS home Printed from https://ideas.repec.org/a/asi/aeafrj/v7y2017i10p981-991id1611.html
   My bibliography  Save this article

Global Share Market Integration and Diversification: A Study of Asian Emerging Market

Author

Listed:
  • Tan Kok Loong
  • Wong Pik Har

Abstract

This study attempts to look at emerging markets as an alternative for international diversification. This study examines if equity investors from Asian Emerging Markets are able to gain diversification benefit by investing in the equity markets of other Asian Emerging Markets. An assessment of market integration is made using a cross country correlation analysis and a Johansen co integration test. The results indicate that Asian Emerging Markets are moving towards integration as well. Therefore, this study concludes that diversification among Asian Emerging Markets is no longer a viable option in the long run.

Suggested Citation

  • Tan Kok Loong & Wong Pik Har, 2017. "Global Share Market Integration and Diversification: A Study of Asian Emerging Market," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(10), pages 981-991.
    • Handle: RePEc:asi:aeafrj:v:7:y:2017:i:10:p:981-991:id:1611
    as

    Download full text from publisher

    File URL: https://archive.aessweb.com/index.php/5002/article/view/1611/2352
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Velip Suraj Pavto & Guntur Anjana Raju, 2020. "Relationship between Asian Emerging Stock Markets and Economic Fundamentals: A Cointegration and Block Exogeneity Wald Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 280-292.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:asi:aeafrj:v:7:y:2017:i:10:p:981-991:id:1611. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Robert Allen (email available below). General contact details of provider: https://archive.aessweb.com/index.php/5002/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.