Price Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures

Price Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures

As the process of globalization of trading and competition among exchanges for order flow accelerates, it is important to determine the information revelation and price discovery in informationally-linked markets. This paper examines the intradaily price discovery process of Nikkei 225 index in thre...

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書目詳細資料
Main Authors:	Covrig, V., DING, David K., Low, B.S.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2004
主題:	Nikkei 225 Index Futures Price Discovery Market Microstructure Common Factor Components Method Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/731
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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