Analysing the effect of portfolio concentration index and stock market correlation
The objective of this research was to test the effect of portfolio concentration on market correlation. The relationship between stock market linkages and portfolio concentration was investigated to gain a better understanding of the vulnerability that a country is subjected to during a global finan...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2019
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| Online Access: | http://journalarticle.ukm.my/14126/ http://journalarticle.ukm.my/14126/ http://journalarticle.ukm.my/14126/1/jeko_53%282%29-12.pdf |