An Empirical Examination of Returns on Select Asian Stock Market Indices

Kasilingam Lingaraja, Selvam Murugesan () and Sankaran Venkateswar

Journal of Applied Finance & Banking, 2015, vol. 5, issue 2, 7

Abstract: This study empirically examines the correlation among the returns of six select Asian stock market indices of India, China, Japan, Hong Kong, Singapore, and Taiwan. The study is conducted over a longer time period of 2000 – 2012. The correlation results provide useful information for foreign institutional investors, portfolio managers, regulators, and policy makers in designing appropriate strategies to maximize risk adjusted returns.

Date: 2015
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