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This study is aimed to examine the significance of long run relationship among the stock price indices of Asia comprising NIKKEI 225, KOSPI, HANG SENG, STI, and KLCI to JCI from 1999 to 2013. The testing method used to analyze are Johansen co integration and VECM. Furthermore, we can prove that there is significant simultaneous short run relationship among stock price indices in Asia toward JCI although it reveals only from HANG SENG and STI. Thus, we conclude that there is still the co integration among stock indices in Asia toward JCI.