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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Bibliographic Details
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
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