Price discovery : evidence from stock cross-listed on NASDAQ and SGX
This study investigates the price discovery process between NASDAQ and SGX, attempting to establish the non-existence of a dominant-satellite relationship between both markets. This justifies the decision of Creative Technology Ltd to delist from NASDAQ. In addition, availability of arbitrage oppor...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9289 |
| _version_ | 1826130049328218112 |
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| author | Ang, Chiew Peng Lee, Shihua Tay, Beng Lee |
| author2 | Charoenwong, Charlie |
| author_facet | Charoenwong, Charlie Ang, Chiew Peng Lee, Shihua Tay, Beng Lee |
| author_sort | Ang, Chiew Peng |
| collection | NTU |
| description | This study investigates the price discovery process between NASDAQ and SGX, attempting to establish the non-existence of a dominant-satellite relationship between both markets. This justifies the decision of Creative Technology Ltd to delist from NASDAQ. In addition, availability of arbitrage opportunities is investigated to ascertain the level of market integration. |
| first_indexed | 2024-10-01T07:50:30Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/9289 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T07:50:30Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/92892023-05-19T05:45:01Z Price discovery : evidence from stock cross-listed on NASDAQ and SGX Ang, Chiew Peng Lee, Shihua Tay, Beng Lee Charoenwong, Charlie Nanyang Business School DRNTU::Business::Finance::Stock exchanges This study investigates the price discovery process between NASDAQ and SGX, attempting to establish the non-existence of a dominant-satellite relationship between both markets. This justifies the decision of Creative Technology Ltd to delist from NASDAQ. In addition, availability of arbitrage opportunities is investigated to ascertain the level of market integration. 2008-09-24T07:30:34Z 2008-09-24T07:30:34Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9289 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Stock exchanges Ang, Chiew Peng Lee, Shihua Tay, Beng Lee Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title | Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title_full | Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title_fullStr | Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title_full_unstemmed | Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title_short | Price discovery : evidence from stock cross-listed on NASDAQ and SGX |
| title_sort | price discovery evidence from stock cross listed on nasdaq and sgx |
| topic | DRNTU::Business::Finance::Stock exchanges |
| url | http://hdl.handle.net/10356/9289 |
| work_keys_str_mv | AT angchiewpeng pricediscoveryevidencefromstockcrosslistedonnasdaqandsgx AT leeshihua pricediscoveryevidencefromstockcrosslistedonnasdaqandsgx AT taybenglee pricediscoveryevidencefromstockcrosslistedonnasdaqandsgx |