They might also find it interesting to look at how the stock prices move, or do not move, simultaneously in each market. This exercise can be done either by library research or via searching the internet. A variant of this would be to more generally look at the foreign debt offerings of a domestic firm. This can be a little more difficult, and may require access to databases will full text financial statement disclosures. Students can be asked to look at when the debt was offered, at what interest rate, and then see how exchange rates have effected the effective interest rate over time.
Some firms give rather full footnote disclosure of such information.
The footnotes suggest some appropriate additional readings. Any text on International Finance will provide a more complete treatment of this topic, and provide additional examples and data. Aliber, Robert 1989. The handbook of international financial management. Eiteman, D.K., A.I. Stonehill, and M.H. Moffett 1992.