Global Journal of Management and Business Research, A: Administration and Management, Volume 21 Issue 12

17. Shaista Wasiuzzaman and Lim Ai Li (2009), Linkages Between the Malaysian Stock Market and Some Selected Markets, The ICFAI University Journal of Financial Economics, Vol. VII, No. 1, 2009, pp. 22-35. 18. Tak-Kee Hui (2005), Portfolio diversification: a factor analysis approach, Applied Financial Economics, 15, 821–834. 19. Wen-Chung Guoa and Hsiu-Ting Shihb (2008), The co-movement of stock prices, herd behaviour and high-tech mania, Applied Financial Economics, 18, 1343–1350. 22 Global Journal of Management and Business Research Volume XXI Issue XII Version I Year 2021 ( ) A © 2021 Global Journals Design of Portfolio using Multivariate Analysis