An Investigation of Trading in Malaysia and Singapore: Price Discovery in Informationally-Linked Markets

Author

David K. DING, Singapore Management UniversityFollow
T. Harris
S. T. Lau
T. Mclnish

Publication Type

Conference Paper

Publication Date

12-1998

Keywords

Price discovery, Error correction, Common long memory components, Singapore, Malaysia

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Australian Finance and Banking Conference, 11th, Sydney, December 1998

City or Country

Sydney, Australia

Citation

DING, David K.; Harris, T.; Lau, S. T.; and Mclnish, T.. An Investigation of Trading in Malaysia and Singapore: Price Discovery in Informationally-Linked Markets. (1998). Australian Finance and Banking Conference, 11th, Sydney, December 1998.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/752

Comments

See article http://ink.library.smu.edu.sg/lkcsb_research/1164/