Taking stock at the new millennium: A study of twelve stock markets

Managerial Finance

Volumn 27, Issue 1-2, 2001, Pages 62-81

  Poon, Ser Huang ^a   Lin, Han ^b  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Emerging stock market; Extreme value theory; Portfolio diversification; Tail index

Indexed keywords

EID: 4744375946     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350110767501     Document Type: Article

References (11)

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