2018
DOI: 10.53369/wuoi1781
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Abstract: The influential work of Markowitz (1952, 1959) provides foundation to modern investment philosophy. Investors can reap the potential benefit of portfolio diversification only if the involved asset classes in investment basket are not perfectly correlated. Objective of this study is to empirically investigate the cointegration among equity market of Pakistan and its major trading partners (China, France, Germany, Hong Kong, Japan, Korea, Malaysia, UK and USA). Sample period of study starts from 2004 to 2015, on… Show more

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Cited by 1 publication
(1 citation statement)
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“…Various studies have examined this co-movement among stock markets adducing reasons such as interdependence of economies, leading stock markets influencing other markets, geographical position, trade relations etc. (Husnain, Um-e-Habiba, & Muhammad, 2018). So any event in one country can create a ripple effect, disturbing other markets in an instance.…”
Section: Introductionmentioning
confidence: 99%
“…Various studies have examined this co-movement among stock markets adducing reasons such as interdependence of economies, leading stock markets influencing other markets, geographical position, trade relations etc. (Husnain, Um-e-Habiba, & Muhammad, 2018). So any event in one country can create a ripple effect, disturbing other markets in an instance.…”
Section: Introductionmentioning
confidence: 99%