Co-movement among sectoral stock market indices and cointegration among dually listed companies
This paper analyzes the co-movement between sectoral stock indices of the US and Singapore, through examining whether the S&P 500 Electronics (Semiconductor) Price Index leads Stock Exchange of Singapore's Electronics Price Index. The article also examines price co-movement of stocks liste...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2004
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| Online Access: | http://journalarticle.ukm.my/8063/ http://journalarticle.ukm.my/8063/ http://journalarticle.ukm.my/8063/1/1245-2397-1-SM.pdf |