Correlation and benefits of portfolio diversification among equity markets of developed countries and emerging countries in South East Asia region
The specific objective of this paper is to generate and analyze the average correction coefficient of return, between the Malaysian equity market and equity markets in other selected countries during 17 year period from January 1987 to December 2003. The period of 17 years is further divided into 13...
Main Authors: | Haron, Razali, Zainal Abidin, Sazali |
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Format: | Article |
Language: | English |
Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2006
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Subjects: | |
Online Access: | http://irep.iium.edu.my/10516/ http://irep.iium.edu.my/10516/ http://irep.iium.edu.my/10516/1/correlation_and_benefits_of_portfolio_diversification_among_equity_markets.pdf |
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