Country Versus Industry Diversifications In Asean And Their Determinants
This study examines the role of common, country and industry effects in international diversification potential in ASEAN stock markets. This study follows Heston & Rouwenhorst (1994) decomposition approach in extracting these effects from stock returns. Given the increased integration of f...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://eprints.usm.my/43771/1/Lee%20Meng%20Horng24.pdf http://eprints.usm.my/43771/ |
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| Institution: | Universiti Sains Malaysia |
| Language: | English |