Determinants of South African Asset Market Co-Movement: Evidence from Investor Sentiment and Changing Market Conditions
The co-movement of multi-asset markets in emerging markets has become an important determinant for investors seeking diversified portfolios and enhanced portfolio returns. Despite this, studies have failed to examine the determinants of the co-movement of multi-asset markets such as investor sentime...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2025-01-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/13/1/14 |
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