Diversification in emerging stock markets:country effects versus industry effects

碩士 === 銘傳大學 === 國際企業學系碩士班 === 98 === This study examines the influence of country and industry factors. We estimate a factor model for the emerging markets and 10 industrial group returns indexes from January 2000 to December 2009 to measure the relative importance of industry and country effects. T...

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Bibliographic Details
Main Authors: Ya-Min Chang, 張雅閔
Other Authors: Tasi-Lien Yeh
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/60342996162160254839