Have a personal or library account? Click to login
Portfolio Diversification in the South-East European Equity Markets Cover

Portfolio Diversification in the South-East European Equity Markets

Open Access
|Jul 2017

References

  1. Arnaut-Berilo, A. and Zaimović, A., 2012. How Efficient Are Bosnian Stock Market Indexes?. Eastern European Economics, 50(1), pp.26-45.10.2753/EEE0012-8775500102
  2. Bogdan, S., Bareša, S. and Ivanović, S., 2010. Portfolio analysis based on the example of Zagreb Stock Exchange. UTMS Journal of Economics, 1(1), p.39.
  3. Benaković, D. and Posedel, P., 2010. Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market. Business Systems Research, 1(1-2), pp. 39-46.10.2478/v10305-012-0023-z
  4. Claessens, S., Dasgupta, S. and Glen, J., 1995. Return behavior in emerging stock markets. The World Bank Economic Review, 9(1), pp.131-151.10.1093/wber/9.1.131
  5. Guidi, F. and Ugur, M., 2014. An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits. Journal of International Financial Markets, Institutions and Money, 30, pp.119-136.10.1016/j.intfin.2014.01.007
  6. Horvath, R. and Petrovski, D., 2013. International stock market integration: Central and South Eastern Europe compared. Economic Systems, 37(1), pp.81-91.10.1016/j.ecosys.2012.07.004
  7. Jolliffe, I.T., 2002. Principal component analysis. New York: Springer–Verlag New York, Inc.
  8. Kaiser, H.F., 1960. The application of electronic computers to factor analysis. Educational and psychological measurement, 20(1), pp.141-151.10.1177/001316446002000116
  9. Kovačić, Z., 2007. Forecasting volatility: Evidence from the Macedonian stock exchange. Munich Personal RePEc Archive. Available at http://mpra.ub.unimuenchen.de (accessed: 30. 08. 2016).
  10. Lowenfeld, H., 1909. All about investment. The Financial Review of Reviews, 2, Waterloo place, London, S. W.
  11. Markowitz, H., 1952. Portfolio selection. The Journal of Finance, 7(1), pp.77-91.10.1111/j.1540-6261.1952.tb01525.x
  12. Shawky, H.A., Kuenzel, R. and Mikhail, A.D., 1997. International portfolio diversification: a synthesis and an update. Journal of International Financial Markets, Institutions and Money, 7(4), pp.303-32710.1016/S1042-4431(97)00025-5
  13. Syriopoulos, T. and Roumpis, E., 2009. Dynamic correlations and volatility effects in the Balkan equity markets. Journal of International Financial Markets, Institutions and Money, 19(4), pp.565-587.10.1016/j.intfin.2008.08.002
  14. Syriopoulos, T., 2011. Financial integration and portfolio investments to emerging Balkan equity markets. Journal of Multinational Financial Management, 21(1), pp.40-54.10.1016/j.mulfin.2010.12.006
  15. Syllignakis, M.N. and Kouretas, G.P., 2011. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. International Review of Economics and Finance, 20, pp.717-732.10.1016/j.iref.2011.01.006
  16. Tesar, L.L. and Werner, I.M., 1995. US equity investment in emerging stock markets. The World Bank Economic Review, 9(1), pp.109-129.10.1093/wber/9.1.109
  17. Zaimović, A. and Arnaut Berilo, A., 2015. Risk Diversification Between Stock Markets In Germany And Bosnia And Herzegovina. South East European Journal of Economics and Business, 9(1), pp.30-36.10.2478/jeb-2014-0003
Language: English
Page range: 126 - 135
Published on: Jul 6, 2017
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2017 Azra Zaimovic, Almira Arnaut-Berilo, Arnela Mustafic, published by University of Sarajevo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.