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 |
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Other Authors: | Charoenwong, Charlie |
Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/9289 |
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Institution: | Nanyang Technological University |
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