Cointegration of electronics sector and related dual listed stocks.

An investigation of the possible existence of the cointegrating relationships between similar sectors listed in different countries and the related dual listed stocks and whether there exists benefits to diversifying across such sectors and arbitrage opportunities for dual listed stocks.

Bibliographic Details
Main Authors: Loo, Sze Wee., Koh, Tat Koon.
Other Authors: Ramin Cooper Maysami
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11552