The study on ASX-SGX co-trading impacts.
46 p.
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| Format: | Theses and Dissertations |
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2011
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| Online Access: | http://hdl.handle.net/10356/47352 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-473522024-01-12T10:11:16Z The study on ASX-SGX co-trading impacts. Tung, Timothy Kin Hoe. Charlie Charoenwong Nanyang Business School DRNTU::Business::Finance 46 p. The purpose of this research is to investigate the co-trading impact on ASX and SGX. Based on four years of weekly return data during co-trading launched, from December 1999 to December 2003, this research examines the changes of standard deviation and risk return tradeoff for portfolios constructed using re-sampling technique. In addition, this research studies the immediate impact on volatility for individual co-trading stocks at firm level. This research also extends the investigation to the immediate impact in trading volume and bid-ask spread. Master of Science (Applied Finance) 2011-12-27T07:17:20Z 2011-12-27T07:17:20Z 2011 Thesis http://hdl.handle.net/10356/47352 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance |
| spellingShingle |
DRNTU::Business::Finance Tung, Timothy Kin Hoe. The study on ASX-SGX co-trading impacts. |
| description |
46 p. |
| author2 |
Charlie Charoenwong |
| author_facet |
Charlie Charoenwong Tung, Timothy Kin Hoe. |
| format |
Theses and Dissertations |
| author |
Tung, Timothy Kin Hoe. |
| author_sort |
Tung, Timothy Kin Hoe. |
| title |
The study on ASX-SGX co-trading impacts. |
| title_short |
The study on ASX-SGX co-trading impacts. |
| title_full |
The study on ASX-SGX co-trading impacts. |
| title_fullStr |
The study on ASX-SGX co-trading impacts. |
| title_full_unstemmed |
The study on ASX-SGX co-trading impacts. |
| title_sort |
study on asx-sgx co-trading impacts. |
| publishDate |
2011 |
| url |
http://hdl.handle.net/10356/47352 |
| _version_ |
1789482922347069440 |