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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/60342996162160254839 |