Country Versus Industry Diversifications In Asean And Their Determinants

This study examines the role of common, country and industry effects in international diversification potential in ASEAN stock markets. This study follows Heston & Rouwenhorst (1994) decomposition approach in extracting these effects from stock returns. Given the increased integration of f...

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Bibliographic Details
Main Author:	Lee, Meng Horng
Format:	Thesis
Language:	English
Published:	2013
Subjects:	NX1-820 Arts in general
Online Access:	http://eprints.usm.my/43771/
Abstract	Abstract here

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