THE EFFECTS OF DE-REGULATION ON SHARE-MARKET EFFICIENCY IN THE ASIA-PACIFIC

Author:

GROENEWOLD NICOLAAS,ARIFF MOHAMED

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance

Reference46 articles.

1. Allen, D. E. and MacDonald, G. (1995) “The Long-Run Gain from International Equity Diversification: Australian Evidence from Cointegration Tests” Applied FinancialEconomics, pp. 33 - 42.

2. Ariff, M. (1996) “Effects of Financial Liberalisation on Four Southeast Asian Financial Markets: 1973-1994” ASEAN Economic Bulletin, 13, pp. 325 - 338.

3. Byers, J. D. and Peel, D. A. (1993) “Some Evidence of the Interdependence of National Stock Markets and the Gains from International Portfolio Diversification” Applied Financial Economics, pp. 239 - 242.

4. Campbell, J. Y. and Hamao, Y. (1992) “Predictable Stock Market Returns in the United States and Japan: A Study of Long-Term Capital Market Integration” Journal ofFinance, pp. 43 - 69.

5. Campbell, J. Y. and Perron, P.(1991) “Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots,”. In Macroeconomics Annual 1991. ( pp. 141 - 201 ). Cambridge : MIT Press.

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