The pricing behavior of Hang Seng index futures

• Main Authors: Koh, Lye Thiam, Lee, Sandra Eng Eng, Phua, Sze Sze
• Other Authors: Low Buen Sin
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/59343
• Institution: Nanyang Technological University

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...