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

Hooy , Chee Wooi (2014) Systematic risk of stock returns in Asian emerging markets:decomposition determinants. Project Report. Universiti Sains Malaysia. (Submitted)

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Abstract

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.

Item Type: Monograph (Project Report)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28-70 Management. Industrial Management
Divisions: Pusat Pengajian Pengurusan (School of Management) > Monograph
Depositing User: Mr Erwan Roslan
Date Deposited: 05 Apr 2017 03:02
Last Modified: 28 Aug 2017 01:23
URI: http://eprints.usm.my/id/eprint/32797

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