Stock Market Integration Measurement: Investigation of Malaysia and Singapore Stock Markets

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B. K. Yeoh; Z. Arsad; C. W. Hooy;
(2010)

This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ... View more
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