Correlation and benefits of portfolio diversification among equity markets of developed countries and emerging countries in South East Asia region
The specific objective of this paper is to generate and analyze the average correction coefficient of return, between the Malaysian equity market and equity markets in other selected countries during 17 year period from January 1987 to December 2003. The period of 17 years is further divided into 13...
| Main Authors: | Haron, Razali, Zainal Abidin, Sazali |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2006
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/10516/ http://irep.iium.edu.my/10516/1/correlation_and_benefits_of_portfolio_diversification_among_equity_markets.pdf |
Similar Items
Correlation and portfolio diversification among South East Asia, emerging and developed countries
by: Haron, Razali, et al.
Published: (2008)
by: Haron, Razali, et al.
Published: (2008)
The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014)
by: Saiti, Buerhan, et al.
Published: (2014)
Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2018)
by: Saiti, Buerhan, et al.
Published: (2018)
Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from dynamic conditional correlations
by: Dahiru, Abdulnasir, et al.
Published: (2017)
by: Dahiru, Abdulnasir, et al.
Published: (2017)
Correlation studies on equity markets using linear regression model - Malaysia, developing and developed markets
by: Haron, Razali, et al.
Published: (2006)
by: Haron, Razali, et al.
Published: (2006)
Correlation studies on equity markets using linear regression model - Malaysia developing and developed markets
by: Haron, Razali, et al.
Published: (2006)
by: Haron, Razali, et al.
Published: (2006)
The impact of crude oil price on Islamic stock indices of South East Asian countries: evidence from MGARCH-DCC and wavelet
approaches
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
The diversification benefits within Islamic investments: evidence from MGARCH-DCC approach
by: Saiti, Buerhan, et al.
Published: (2016)
by: Saiti, Buerhan, et al.
Published: (2016)
Effect of crude oil spot and futures price volatility on South
East Asia Islamic equity market
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)
Investigation of herding behavior in developed and developing countries: Does country governance factor matters?
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)
Investigation of herding behaviour in developed and
developing countries: does country governance factor
matters?
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)
by: Mohd Nasarudin, Ahmad Fawwaz, et al.
Published: (2017)
The pricing efficiency of equity warrants: a Malaysian case
by: Haron, Razali
Published: (2006)
by: Haron, Razali
Published: (2006)
Empirical study of herding behavior impacts on South Asia Nation
by: Alom, Shahedin, et al.
Published: (2019)
by: Alom, Shahedin, et al.
Published: (2019)
Correlation and benefits of portfolio diversification among equity markets of developed countries and emerging countries in South East Asia region
by: Zainal Abidin, Sazali, et al.
Published: (2006)
by: Zainal Abidin, Sazali, et al.
Published: (2006)
Heads we win, tails you lose: Is there equity in
Islamic equity funds?
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)
by: Saiti, Buerhan
Published: (2015)
Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2017)
by: Saiti, Buerhan, et al.
Published: (2017)
A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)
by: Saiti, Buerhan, et al.
Published: (2013)
Factors influencing the excess returns of Sukuk: an empirical analysis on USD denominated Sukuk issued by corporations in the Gulf Cooperation Council Countries (GCC)
by: Rahman, Maya Puspa, et al.
Published: (2015)
by: Rahman, Maya Puspa, et al.
Published: (2015)
The interactions between gold and shariah compliant equities:the application of wavelet and multivariate GARCH analysis
by: Shakil, Mohammad Hassan, et al.
Published: (2017)
by: Shakil, Mohammad Hassan, et al.
Published: (2017)
Micro & Macroeconomic determinants of NAV of Islamic equity unit trust funds in Malaysia: qualitative approach
by: Othman, Anwar Hasan Abdullah
Published: (2012)
by: Othman, Anwar Hasan Abdullah
Published: (2012)
The co-movement of selective conventional and Islamic stock indices: is there any impact on shariah compliant equity investment in China?
by: Saiti, Buerhan, et al.
Published: (2016)
by: Saiti, Buerhan, et al.
Published: (2016)
The lead-lag relationship among East Asian economies: a wavelet analysis
by: Saiti, Buerhan
Published: (2016)
by: Saiti, Buerhan
Published: (2016)
The lead-lag relationship among East Asian economies: a wavelet analysis
by: Saiti, Buerhan
Published: (2017)
by: Saiti, Buerhan
Published: (2017)
Relationship between macroeconomic variables and net asset value (NAV) of Islamic equity unit trust funds: cointegration evidence from Malaysian unit trust industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2013)
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2013)
Residential property price hike and speculation
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
Long-run relationship between Malaysian crude palm oil spot and futures market
by: Salami, Mansurat Ayojimi, et al.
Published: (2014)
by: Salami, Mansurat Ayojimi, et al.
Published: (2014)
Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014)
by: Haron, Razali, et al.
Published: (2014)
A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
Hedging effectiveness of Malaysian derivative markets under different asset classes
by: Salami, Monsurat Ayojimi, et al.
Published: (2019)
by: Salami, Monsurat Ayojimi, et al.
Published: (2019)
Long-term relationship of crude palm oil commodity pricing under structural break
by: Ayojimi, Salami Monsurat, et al.
Published: (2018)
by: Ayojimi, Salami Monsurat, et al.
Published: (2018)
The effect of GST announcement on stock market volatility:
evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
Is there a diversification “cost” of shari’ah compliance?
empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016)
by: Mohamad, Azhar, et al.
Published: (2016)
Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
An investigation of shariah penny stocks’ performance and its determinants: Evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)
An investigation of Sharīʿah penny stocks’ performance and its determinants: evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)
Investment decision behaviour of the Malaysian retail investors and fund managers: A qualitative inquiry
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
The diversification benefits within Islamic investments: the case of Malaysia-based Islamic equity investors
Similar Items
-
Correlation and portfolio diversification among South East Asia, emerging and developed countries
by: Haron, Razali, et al.
Published: (2008) -
The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014) -
Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2018) -
Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from dynamic conditional correlations
by: Dahiru, Abdulnasir, et al.
Published: (2017) -
Correlation studies on equity markets using linear regression model - Malaysia, developing and developed markets
by: Haron, Razali, et al.
Published: (2006)