Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges.

• Main Authors: Kok, Pansy Mee Hwa., Leong, Yin Fong., Tan, York Kah.
• Other Authors: Eng, Yong Heng John
• Format: Theses and Dissertations
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/20178
• Institution: Nanyang Technological University

International diversification provides the opportunity for the investor to reduce portfolio systematic risk. Generally, low positive or negative correlations between national stock markets is the key to maximise his risk return tradeoff.