Lead-lag relationship between the Nikkei 225 stock index and stock index futures

92 p.

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Bibliographic Details
Main Author:	Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee
Other Authors:	Kang Choong Seok, Joseph
Format:	Final Year Project
Published:	2014
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/57854
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-578542023-05-19T07:23:14Z Lead-lag relationship between the Nikkei 225 stock index and stock index futures Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee Kang Choong Seok, Joseph Nanyang Business School DRNTU::Business::Finance::Equity 92 p. Our study focuses on the lead-lag relationship between the spot index and futures price of the Nikkei 225 Stock Average. We seek to examine the adherence of the behaviour of both spot and futures prices to the theory that both markets would simultaneously impound any new information. We also seek to determine if movement in any of the market will provide predictive information with regard to subsequent price movements in the other market. BUSINESS 2014-04-07T11:03:56Z 2014-04-07T11:03:56Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57854 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 Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee Lead-lag relationship between the Nikkei 225 stock index and stock index futures
description	92 p.
author2	Kang Choong Seok, Joseph
author_facet	Kang Choong Seok, Joseph Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee
format	Final Year Project
author	Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee
author_sort	Mohd Yusri Reki B. Yusof, Ng Chee Kong, Regina Chai Min Hwee
title	Lead-lag relationship between the Nikkei 225 stock index and stock index futures
title_short	Lead-lag relationship between the Nikkei 225 stock index and stock index futures
title_full	Lead-lag relationship between the Nikkei 225 stock index and stock index futures
title_fullStr	Lead-lag relationship between the Nikkei 225 stock index and stock index futures
title_full_unstemmed	Lead-lag relationship between the Nikkei 225 stock index and stock index futures
title_sort	lead-lag relationship between the nikkei 225 stock index and stock index futures
publishDate	2014
url	http://hdl.handle.net/10356/57854
_version_	1772828244533313536

Lead-lag relationship between the Nikkei 225 stock index and stock index futures

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