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...

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Main Authors: Ang, Chiew Peng, Lee, Shihua, Tay, Beng Lee
Other Authors: Charoenwong, Charlie
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9289
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9289
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spelling sg-ntu-dr.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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
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
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.
author2 Charoenwong, Charlie
author_facet Charoenwong, Charlie
Ang, Chiew Peng
Lee, Shihua
Tay, Beng Lee
format Final Year Project
author Ang, Chiew Peng
Lee, Shihua
Tay, Beng Lee
author_sort Ang, Chiew Peng
title 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_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_sort price discovery : evidence from stock cross-listed on nasdaq and sgx
publishDate 2008
url http://hdl.handle.net/10356/9289
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