Co-movement, portfolio diversification, investors’ behavior and psychology: evidence from developed and emerging countries’ stock markets

HIGHLIGHTS

• who: Mohammad Sahabuddin et al. from the Faculty of Business Administration, University of Science and Technology Chittagong have published the research: Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets, in the Journal: (JOURNAL) of 26/Oct/2007
• what: This study seeks to investigate the dynamic levels of co-movements for portfolio optimization. The authors demonstrate the return form formula: ! 8 of 15 This study investigates the co-movement and portfolio diversification opportunity nexus in developed and emerging stock markets using wavelet coherence techniques. The results of the . . .
  

   

  

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