Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges.
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.
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2009
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/20178 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
id |
sg-ntu-dr.10356-20178 |
---|---|
record_format |
dspace |
spelling |
sg-ntu-dr.10356-201782024-01-12T10:29:25Z Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. Kok, Pansy Mee Hwa. Leong, Yin Fong. Tan, York Kah. Eng, Yong Heng John Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. Master of Business Administration (Accountancy) 2009-12-14T08:27:08Z 2009-12-14T08:27:08Z 1993 1993 Thesis http://hdl.handle.net/10356/20178 en NANYANG TECHNOLOGICAL UNIVERSITY 84 p. application/pdf |
institution |
Nanyang Technological University |
building |
NTU Library |
continent |
Asia |
country |
Singapore Singapore |
content_provider |
NTU Library |
collection |
DR-NTU |
language |
English |
topic |
DRNTU::Business::Finance::Stock exchanges |
spellingShingle |
DRNTU::Business::Finance::Stock exchanges Kok, Pansy Mee Hwa. Leong, Yin Fong. Tan, York Kah. Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
description |
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. |
author2 |
Eng, Yong Heng John |
author_facet |
Eng, Yong Heng John Kok, Pansy Mee Hwa. Leong, Yin Fong. Tan, York Kah. |
format |
Theses and Dissertations |
author |
Kok, Pansy Mee Hwa. Leong, Yin Fong. Tan, York Kah. |
author_sort |
Kok, Pansy Mee Hwa. |
title |
Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
title_short |
Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
title_full |
Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
title_fullStr |
Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
title_full_unstemmed |
Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges. |
title_sort |
investigation of the systematic covariation and intertemporal stability of share prices among singapore and other pacific basin stock exchanges. |
publishDate |
2009 |
url |
http://hdl.handle.net/10356/20178 |
_version_ |
1789483168242335744 |