Part of Penerbitan UM Press PDF
Stock Market Integration and the Pricing for Regionalism
This book offers a new perspective on asset pricing – to examine the effect of trade regionalism on the pricing of risk in the regional equity markets. The main features of the book are highlights on the research of stock market integration over the last few decades, empirical framework of pricing the effect of trade regionalism and robust empirical evidences through advance econometric analysis on high frequency monthly data.
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