The pricing behavior of Hang Seng index futures
Much academic studies have been done on the pricing of stock index futures. This study is an inspiration of the previous works and it focuses on index futures trading in the Hong Kong Futures Exchange (HKFE). The purpose of this study is to provide evidence on the pricing efficiency of the Hang Seng...
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2014
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sg-ntu-dr.10356-593432023-05-19T06:09:05Z The pricing behavior of Hang Seng index futures Koh, Lye Thiam Lee, Sandra Eng Eng Phua, Sze Sze Low Buen Sin Nanyang Business School DRNTU::Business Much academic studies have been done on the pricing of stock index futures. This study is an inspiration of the previous works and it focuses on index futures trading in the Hong Kong Futures Exchange (HKFE). The purpose of this study is to provide evidence on the pricing efficiency of the Hang Seng Index (HSI) futures by examining the existence of arbitrage opportunities. BUSINESS 2014-05-02T01:35:10Z 2014-05-02T01:35:10Z 1995 1995 Final Year Project (FYP) http://hdl.handle.net/10356/59343 en Nanyang Technological University 93 p. application/pdf |
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Nanyang Technological University |
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NTU Library |
| continent |
Asia |
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Singapore Singapore |
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DR-NTU |
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English |
| topic |
DRNTU::Business |
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DRNTU::Business Koh, Lye Thiam Lee, Sandra Eng Eng Phua, Sze Sze The pricing behavior of Hang Seng index futures |
| description |
Much academic studies have been done on the pricing of stock index futures. This study is an inspiration of the previous works and it focuses on index futures trading in the Hong Kong Futures Exchange (HKFE). The purpose of this study is to provide evidence on the pricing efficiency of the Hang Seng Index (HSI) futures by examining the existence of arbitrage opportunities. |
| author2 |
Low Buen Sin |
| author_facet |
Low Buen Sin Koh, Lye Thiam Lee, Sandra Eng Eng Phua, Sze Sze |
| format |
Final Year Project |
| author |
Koh, Lye Thiam Lee, Sandra Eng Eng Phua, Sze Sze |
| author_sort |
Koh, Lye Thiam |
| title |
The pricing behavior of Hang Seng index futures |
| title_short |
The pricing behavior of Hang Seng index futures |
| title_full |
The pricing behavior of Hang Seng index futures |
| title_fullStr |
The pricing behavior of Hang Seng index futures |
| title_full_unstemmed |
The pricing behavior of Hang Seng index futures |
| title_sort |
pricing behavior of hang seng index futures |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/59343 |
| _version_ |
1770564301408436224 |