Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.

Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.

This paper investigates the impact of event changes of the Nikkei 225 stock index on the volume, returns, volatility and bid-ask spreads (BAS) of the SGX Nikkei 225 index futures. Specifically, our goal was to examine the effects of component changes, price limit hits and large price changes of the...

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Main Authors: Chen, Gabriel Min Wei., How, Ya Ting., Toh, Gin Meng.
Other Authors: Ding, David Kuan Yong
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Equity
Online Access:http://hdl.handle.net/10356/10392
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10392
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spelling sg-ntu-dr.10356-103922023-05-19T07:23:11Z Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures. Chen, Gabriel Min Wei. How, Ya Ting. Toh, Gin Meng. Ding, David Kuan Yong Nanyang Business School DRNTU::Business::Finance::Equity This paper investigates the impact of event changes of the Nikkei 225 stock index on the volume, returns, volatility and bid-ask spreads (BAS) of the SGX Nikkei 225 index futures. Specifically, our goal was to examine the effects of component changes, price limit hits and large price changes of the Nikkei 225 stock index on the SGX Nikkei 225 index futures. 2008-09-24T07:43:08Z 2008-09-24T07:43:08Z 2007 2007 Final Year Project (FYP) http://hdl.handle.net/10356/10392 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Chen, Gabriel Min Wei.
How, Ya Ting.
Toh, Gin Meng.
Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
description This paper investigates the impact of event changes of the Nikkei 225 stock index on the volume, returns, volatility and bid-ask spreads (BAS) of the SGX Nikkei 225 index futures. Specifically, our goal was to examine the effects of component changes, price limit hits and large price changes of the Nikkei 225 stock index on the SGX Nikkei 225 index futures.
author2 Ding, David Kuan Yong
author_facet Ding, David Kuan Yong
Chen, Gabriel Min Wei.
How, Ya Ting.
Toh, Gin Meng.
format Final Year Project
author Chen, Gabriel Min Wei.
How, Ya Ting.
Toh, Gin Meng.
author_sort Chen, Gabriel Min Wei.
title Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
title_short Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
title_full Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
title_fullStr Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
title_full_unstemmed Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
title_sort impact of event changes of nikkei 225 stock index on sgx nikkei 225 index futures.
publishDate 2008
url http://hdl.handle.net/10356/10392
_version_ 1772828131652009984

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