Analysing the effect of portfolio concentration index and stock market correlation

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Analysing the effect of portfolio concentration index and stock market correlation

The objective of this research was to test the effect of portfolio concentration on market correlation. The relationship between stock market linkages and portfolio concentration was investigated to gain a better understanding of the vulnerability that a country is subjected to during a global finan...

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Bibliographic Details
Main Authors:	Lee, Pei-Ling, Lee, Chin, Law, Siong Hook, W.N.W. Azman-Saini
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/14126/ http://journalarticle.ukm.my/14126/1/jeko_53%282%29-12.pdf

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