Determinants of Return’s Co-Movement for Effective Portfolio Diversification Among Regional Stock Markets
نویسندگان
چکیده
منابع مشابه
Co-Movement of Pakistan Stock Market with the Stock Markets of Major Developed Countries which have Portfolio Investment in Pakistan
The focal objective of this study is to analyze and explore the Co-movement of Pakistan stock market (KSE-100) with the stock market of developed countries (US, UK, Canada, Australia, Germany, Japan, France and Neither land) which have portfolio investment in Pakistan by applying co-integration approach using Johansen and Juselius multivariate and bi variate co-integration. Secondary data of st...
متن کاملco-movement of pakistan stock market with the stock markets of major developed countries which have portfolio investment in pakistan
the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...
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ژورنال
عنوان ژورنال: Revista Evidenciação Contábil & Finanças
سال: 2016
ISSN: 2318-1001,2318-1001
DOI: 10.18405/recfin20160106