How to cite this paper
Hussain, R., Hussain, H., Bhatti, G & Hassan, A. (2012). Long run Relationship among East Asian equity markets and KSE.Management Science Letters , 2(4), 1167-1174.
Refrences
Agyei-Ampomah, S. (2011). Stock market integration in Africa. Managerial Finance, 37(3), 242-256.
Arouri, E.H.M., & Nguyen, D.K. (2010). Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets. Managerial Finance, 36(1), 57-70.
Al Asad, H., & Hoque, B. (2007). Co-movement of Bangladesh stock market with other markets: Co- integration and error correction approach. Journal of Managerial Finance, 33(10), 810-820.
Dickey, D. A., & Fuller, W. A., (1981). Likelihood ratio statistics for autoregressive time series with unit root. Econometrica, 49, 1057-1072.
Glezakos M., Merika A., & Kaligosfiris. H. (2007). Interdependence of major world stock exchanges: How is the Athens stock exchange affected? International Research Journal of Finance and Economics, 7.
Hassan, A., & Abdullah, S. (2008). Long-run relationships between an emerging equity market and equity markets of the developed world an empirical analysis of Karachi stock exchange. International Research Journal of Finance and Economics - Issue 16.
Husain, F., & Saidi, R. (2000).The integration of Pakistani equity market with international equity markets: An investigation. Journal of International Development, 207-218.
Islam, M. I., Rahimian, E., & Robbani, M.G. (2005). Interdependence of the equity markets of India, Malaysia and Singapore: Tests based on daily equity series. Investment Management and Financial Innovations, 4, 95-104.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on co-integration with application to the demand for money. Oxford Bulletin of Economics and Statistics, 52, 169-210.
Lamba, A.S. (2005). Analysis of the short- and long-run relationships between south Asian and developed equity markets. International Journal of Business, 10(4), 383-402.
Marashdeh, H. (2005). Stock market integration in the MENA region: An application of the ARDL bounds testing approach. Working Paper, November 2005.
Narayan, P., Russell, S., & Nandha, M. (2004). Interdependence and dynamic linkages between the emerging stock markets of South Asia. Accounting and Finance, 44, 419-439.
Arouri, E.H.M., & Nguyen, D.K. (2010). Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets. Managerial Finance, 36(1), 57-70.
Al Asad, H., & Hoque, B. (2007). Co-movement of Bangladesh stock market with other markets: Co- integration and error correction approach. Journal of Managerial Finance, 33(10), 810-820.
Dickey, D. A., & Fuller, W. A., (1981). Likelihood ratio statistics for autoregressive time series with unit root. Econometrica, 49, 1057-1072.
Glezakos M., Merika A., & Kaligosfiris. H. (2007). Interdependence of major world stock exchanges: How is the Athens stock exchange affected? International Research Journal of Finance and Economics, 7.
Hassan, A., & Abdullah, S. (2008). Long-run relationships between an emerging equity market and equity markets of the developed world an empirical analysis of Karachi stock exchange. International Research Journal of Finance and Economics - Issue 16.
Husain, F., & Saidi, R. (2000).The integration of Pakistani equity market with international equity markets: An investigation. Journal of International Development, 207-218.
Islam, M. I., Rahimian, E., & Robbani, M.G. (2005). Interdependence of the equity markets of India, Malaysia and Singapore: Tests based on daily equity series. Investment Management and Financial Innovations, 4, 95-104.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on co-integration with application to the demand for money. Oxford Bulletin of Economics and Statistics, 52, 169-210.
Lamba, A.S. (2005). Analysis of the short- and long-run relationships between south Asian and developed equity markets. International Journal of Business, 10(4), 383-402.
Marashdeh, H. (2005). Stock market integration in the MENA region: An application of the ARDL bounds testing approach. Working Paper, November 2005.
Narayan, P., Russell, S., & Nandha, M. (2004). Interdependence and dynamic linkages between the emerging stock markets of South Asia. Accounting and Finance, 44, 419-439.