Cointegration of electronics sector and related dual listed stocks.
Loo, Sze Wee.
Koh, Tat Koon.
Date of Issue2001
College of Business (Nanyang Business School)
An investigation of the possible existence of the cointegrating relationships between similar sectors listed in different countries and the related dual listed stocks and whether there exists benefits to diversifying across such sectors and arbitrage opportunities for dual listed stocks.
Final Year Project (FYP)
Nanyang Technological University