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.
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11552 |
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| Institution: | Nanyang Technological University |
| Summary: | 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. |
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