Round-the-clock market efficiency between Singapore's and London's Japanese government bond futures markets.

• Main Authors: Goh, Chin Gee., Loy, Wei Shan., Mok, Yen Ling.
• Other Authors: Kang, Joseph Choong Seok
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/11273
• Institution: Nanyang Technological University

This paper analysing the information flow between the Japanese Government Bond (JGB) futures markets in London (LIFFE) and Singapore (SGX) for the period 04 January 1995 to 30 August 2000.