Co-movement among sectoral stock market indices and cointegration among dually listed companies

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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...

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Bibliographic Details
Main Authors:	Ramin Cooper Maysami, Loo, Sze Wee, Koh, Tat Koon
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2004
Online Access:	http://journalarticle.ukm.my/8063/ http://journalarticle.ukm.my/8063/1/1245-2397-1-SM.pdf

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