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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Bibliographic Details
Main Author: Hooy , Chee Wooi
Format: Monograph
Published: Universiti Sains Malaysia 2014
Subjects: