A study on bid-ask spread patterns of Nikkei 225 stock index futures traded on SGX-DT and OSE.

A study on bid-ask spread patterns of Nikkei 225 stock index futures traded on SGX-DT and OSE.

This project is to conduct a comparative study of the bid-ask spreads of Nikkei 225 stock index futures that are traded on both Singapore Exchange Derivative Trading Limited (SGX-DT) and Osaka Exchange (OSE).

Saved in:

書目詳細資料
Main Authors:	Goh, Jimmy., Heng, Cheng Hua., Ng, Chee Kiat.
其他作者:	Low, Buen Sin
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Stock exchanges
在線閱讀:	http://hdl.handle.net/10356/11328
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

American put-call parity arbitrage : Nikkei 225 index futures and options (intraday bid-ask quotation from Jan-Oct 2000).
由: Tan, Yew Yuan., et al.
出版: (2008)

Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
由: Chen, Gabriel Min Wei., et al.
出版: (2008)

Alternative bid - ASK spread estimation models : a test on SGX NIKKEI futures.
由: Lim, Desmond., et al.
出版: (2008)

The Microstructure Behavior of SGX Nikkei 225 Index Futures Resulting from Component Changes of the Underlying Cash Market Index
由: CHAROENWONG, Charlie, et al.
出版: (2016)

Impact of price limits on SGX Nikkei 225 futures.
由: Tan, Wee Chuan., et al.
出版: (2008)

Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
由: Ng, Mei Mei., et al.
出版: (2008)

Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
由: Chen, Jean Xiao Ming, et al.
出版: (2008)

Intraday analysis of bid-ask spread behaviour in the Kuala Lumpur Stock Exchange
由: Oh Teck Ghee, et al.
出版: (2014)

New York Stock Exchange (NYSE) : Day-of-the-week effect and bid-ask spreads
由: Guo, Lisa Xiuhui, et al.
出版: (2008)

An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
由: Chong, Wai Hoong., et al.
出版: (2009)

A study on Nikkei-225 futures index
由: Ang, San Yeow, et al.
出版: (2013)

The Impact of Price Limits on Simex Nikkei 225 Index Futures
由: DING, David K.
出版: (1999)

PENGARUH BID-ASK SPREAD, MARKET VALUE, VARIANCE RETURN SAHAM, DAN RETURN ON EQUITY TERHADAP HOLDING PERIOD PERUSAHAAN LQ-45 PERIODE 1999-2002
由: NURUL IMAN
出版: (2004)

VOLATILITY OF SPOTS AND MATURITY EFFECT ON FUTURES : AN EMPIRICAL INVESTIGATION ON NIKKEI 225 INDEX AND FUTURES
由: LAM YOKE LIN
出版: (2019)

Lead-lag relationship between the Nikkei 225 stock index and stock index futures
由: Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee
出版: (2014)

Effectiveness of the black-scholes model on pricing Nikkei 225 index futures options.
由: Cheong, Lay Yen., et al.
出版: (2013)

A study of arbitrage opportunities and cost of trading on euroyen figures between Singapore Exchange (SGX) and Tokyo International Financial Futures Exchange (TIFFE).
由: Lee, Tien Hock., et al.
出版: (2008)

Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert Systems Advisor
由: WONG, Yue Kee, et al.
出版: (1994)

Foreign listings in Singapore Stock Exchange (SGX).
由: Cheng, Ze Ying., et al.
出版: (2008)

Bid-Ask Bounce and Spreads in Foreign Exchange Futures Market
由: DING, David K., et al.
出版: (1996)

Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market
由: Chu, Q.C., et al.
出版: (1995)

Price discovery : evidence from stock cross-listed on NASDAQ and SGX
由: Ang, Chiew Peng, et al.
出版: (2008)

Investors' reaction to director trades : an empirical study of SGX listed firms
由: Lee, Mun Keet, et al.
出版: (2008)

Playing safe : the effectiveness of cross hedging Southeast Asian index futures to the Philippine Stock Exchange composite index
由: Andallo, Lady Marian V., et al.
出版: (2017)

Cointegration of Phisix, DJIA and Nikkei: Daily closing prices and daily total returns
由: Cabreros, Kathleen G., et al.
出版: (2002)

Analisis Harga Saham Dan Earning Per Share (Eps) Terhadap Bid Ask Spread Pada Saham Syariah Perusahaan Property Dan Real Estate Yang Terdaftar Di ISSI Periode 2014 - 2017
由: ANGGRAENI DWI BRILIANTINI, 041311433161, et al.
出版: (2019)

Stock price and volume effects associated with changes in Nikkei 225 index.
由: Wang, Ranxu.
出版: (2008)

Bid-Ask spread determinants of currency options.
由: Chin, Min Hua., et al.
出版: (2008)

Bid-ask spread determinants and characteristics of Euroyen futures contracts on the SIMEX
由: Teo, Hong Hong, et al.
出版: (2014)

Changes in insider trading legislation in Singapore : the effect on corporate insiders on Singapore exchange (sgx).
由: Ling, Sheena Hui Ying., et al.
出版: (2008)

Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges.
由: You, Yewei., et al.
出版: (2009)

Foreign Exchange Futures: Estimation and Patterns of Intraday Bid-Ask Spreads and Volatility
由: DING, David K.
出版: (1992)

Simex Nikkei Futures Spreads and their Determinants
由: DING, David K., et al.
出版: (1997)

Development of trading strategies using fundamental and technical analysis in SGX
由: Pan, Zhijin
出版: (2022)

Price Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures
由: Covrig, V., et al.
出版: (2004)

Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
由: Goh, Wee Liam., et al.
出版: (2009)

Bid-Ask Spreads, Volatility, Quote Revisions and Trades of Thinly Traded Futures Contracts
由: DING, David K., et al.
出版: (2003)

The Determinants of Bid-Ask Spreads in the Foreign Exchange Futures Markets: A Microstructure Analysis
由: DING, David K.
出版: (1999)

PORTFOLIO DIVERSIFICATION WITH THE USE OF RISK PROFILE CLUSTERING: EVIDENCE FROM THE JAPAN NIKKEI 225 INDEX.
由: NG YOU HAO
出版: (2018)

Lockup Expiration, Insider Selling and Bid-Ask Spreads
由: THONG, Tiong Yang, et al.
出版: (2008)