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...

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Bibliographic Details
Main Authors: Ramin Cooper Maysami, Loo, Sze Wee, Koh, Tat Koon
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
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Institution: Universiti Kebangsaan Malaysia
Language: English