Systematic risk of stock returns in Asian emerging markets:decomposition determinants.

dc.contributor.authorChee Wooi, Hooy
dc.date.accessioned2017-08-28T01:22:34Z
dc.date.available2017-08-28T01:22:34Z
dc.date.issued2014
dc.description.abstractThis project studies decomposition from stock returns to systematic risk of listed firms in Asian emergin markets.Our main contribution is to revisit the country versus debate in international diversification debate using decomposition of systematic risk.We provide justifications to investigate from systematic risk perspective and compare to total risk decomposition suggested by other researchers.en_US
dc.identifier.urihttp://hdl.handle.net/123456789/4434
dc.subjectdecomposition determinantsen_US
dc.subjectSystematic risken_US
dc.subjectAsianen_US
dc.subjectemergingen_US
dc.titleSystematic risk of stock returns in Asian emerging markets:decomposition determinants.en_US
dc.typeTechnical Reporten_US
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