Co-movement among sectoral stock market indices and cointegration among dually listed companies
This paper analyzes the co-movement between sectoral stock indices of the US and Singapore, through examining whether the S&P 500 Electronics (Semiconductor) Price Index leads Stock Exchange of Singapore's Electronics Price Index. The article also examines price co-movement of stocks liste...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2004
|
| Online Access: | http://journalarticle.ukm.my/8063/1/1245-2397-1-SM.pdf http://journalarticle.ukm.my/8063/ http://ejournal.ukm.my/pengurusan/index |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|