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.

Detalles Bibliográficos
Autores principales: Loo, Sze Wee., Koh, Tat Koon.
Otros Autores: Ramin Cooper Maysami
Formato: Final Year Project (FYP)
Publicado: 2008
Materias:
Acceso en línea:http://hdl.handle.net/10356/11552