Momentum Strategies: Evidence from the Pacific Basin Stock Markets

2000 ◽  
Author(s):  
Allaudeen Hameed ◽  
Yuanto Kusnadi
Keyword(s):  
Stock Markets ◽  
Pacific Basin ◽  
Momentum Strategies ◽  
The Pacific

Co-Movements of Pacific-Basin Stock Markets: Portfolio Diversification Implications

2007 ◽  
Vol 8 (2) ◽  
pp. 11-34
Author(s):  
Ilhan Meric ◽  
Joe Kim ◽  
Lewis Coopersmith ◽  
Gulser Meric
Keyword(s):  
Principal Components ◽  
Stock Markets ◽  
Weak Form ◽  
Portfolio Diversification ◽  
Pacific Basin ◽  
Test Results ◽  
Considerable Time ◽  
Causality Test ◽  
The Pacific ◽  
Components Analysis

This paper studies the co-movements of and the linkages between twelve Pacific-Basin stock markets during the June 1995-May 2005 period. We use the principal components analysis (PCA) technique to group the stock markets into statistically significant principal components in terms of the similarities of their index return movements. The rolling correlation analysis results show that correlation between the Pacific-Basin stock markets has considerable time-varying volatility. The Granger causality test results indicate that the weekly index returns of most Pacific-Basin stock markets are weak-form efficient and that most Pacific-Basin stock markets have significant lead/lag linkages. The study investigates the portfolio diversification implications of the linkages between the Pacific-Basin stock markets.

Momentum Strategies: Evidence from Pacific Basin Stock Markets

2002 ◽  
Vol 25 (3) ◽  
pp. 383-397 ◽  
Author(s):  
Allaudeen Hameed ◽  
Yuanto Kusnadi
Keyword(s):  
Stock Markets ◽  
Pacific Basin ◽  
Momentum Strategies

Genetic and Morphological Diversity in Aphis gossypii Glover (Hemiptera: Aphididae) in the Pacific Basin

2019 ◽  
Vol 73 (3) ◽  
pp. 367
Author(s):  
Ross H. Miller ◽  
Robert G. Foottit ◽  
Eric Maw ◽  
Keith S. Pike
Keyword(s):  
Aphis Gossypii ◽  
Morphological Diversity ◽  
Pacific Basin ◽  
The Pacific ◽  
Aphis Gossypii Glover

Supplemental material: Cenozoic to Recent plate configurations in the Pacific Basin: Ridge subduction and slab window magmatism in western North America

2006 ◽  
Author(s):  
J.K. Madsen ◽  
D.J. Thorkelson ◽  
R.M. Friedman ◽  
D.D. Marshall
Keyword(s):  
North America ◽  
Pacific Basin ◽  
Western North America ◽  
File Size ◽  
Tectonic Model ◽  
Ridge Subduction ◽  
The Pacific ◽  
Northwestern North America ◽  
Slab Window

Geosphere, February 2006, v. 2, p. 11-34, doi: 10.1130/GES00020.1. Movie 1 - Tectonic model for the Pacific Basin and northwestern North America from 53 Ma to 39 Ma. The file size is 1.3 MB.

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