Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
This 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...
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| Format: | Monograph |
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Universiti Sains Malaysia
2014
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| _version_ | 1825832775936114688 |
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| author | Hooy , Chee Wooi |
| author_facet | Hooy , Chee Wooi |
| author_sort | Hooy , Chee Wooi |
| collection | USM |
| description | This 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.
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| first_indexed | 2024-03-06T14:57:53Z |
| format | Monograph |
| id | usm.eprints-32797 |
| institution | Universiti Sains Malaysia |
| last_indexed | 2024-03-06T14:57:53Z |
| publishDate | 2014 |
| publisher | Universiti Sains Malaysia |
| record_format | dspace |
| spelling | usm.eprints-327972017-08-28T01:23:03Z http://eprints.usm.my/32797/ Systematic risk of stock returns in Asian emerging markets:decomposition determinants. Hooy , Chee Wooi HD28-70 Management. Industrial Management This 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. Universiti Sains Malaysia 2014 Monograph NonPeerReviewed Hooy , Chee Wooi (2014) Systematic risk of stock returns in Asian emerging markets:decomposition determinants. Project Report. Universiti Sains Malaysia. (Submitted) |
| spellingShingle | HD28-70 Management. Industrial Management Hooy , Chee Wooi Systematic risk of stock returns in Asian emerging markets:decomposition determinants. |
| title | Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
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| title_full | Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
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| title_fullStr | Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
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| title_full_unstemmed | Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
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| title_short | Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
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| title_sort | systematic risk of stock returns in asian emerging markets decomposition determinants |
| topic | HD28-70 Management. Industrial Management |
| work_keys_str_mv | AT hooycheewooi systematicriskofstockreturnsinasianemergingmarketsdecompositiondeterminants |