Co-integration of Karachi Stock Exchange with major South Asian Stock Exchanges
International cross listing have amplified the interest of academics and investors to the subject of co movement among the stock markets of the world . This study investigates
the co integration of Pakistan stock exchange (KSE 100 index) with major stock exchanges of south Asia . The results reveals that there is no co integration of Pakistan’s stock market (KSE100 index) with china and Japan stock markets. However there is co integration of Pakistan’s stock market (KSE 100 index) with the stock market of India, Indonesia, Malaysia and Singapore.
- There are currently no refbacks.
This work is licensed under a Creative Commons Attribution 3.0 License.
To make sure that you can receive messages from us, please add the 'macrothink.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.
Copyright © Macrothink Institute ISSN 2162-3082
'Macrothink Institute' is a trademark of Macrothink Institute, Inc.