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Title: The study on ASX-SGX co-trading impacts.
Authors: Tung, Timothy Kin Hoe.
Keywords: DRNTU::Business::Finance
Issue Date: 2011
Abstract: The purpose of this research is to investigate the co-trading impact on ASX and SGX. Based on four years of weekly return data during co-trading launched, from December 1999 to December 2003, this research examines the changes of standard deviation and risk return tradeoff for portfolios constructed using re-sampling technique. In addition, this research studies the immediate impact on volatility for individual co-trading stocks at firm level. This research also extends the investigation to the immediate impact in trading volume and bid-ask spread.
Description: 46 p.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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