Arbitrage and Price Behavior of the Nikkei Stock Index Futures
Examines the Nikkei stock average futures contract using intraday transactions data. Limitations in arbitrage opportunities; Properties of the S&P 500 spot-futures prices; Evaluation on the price behavior of the spot index and futures.
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Institutional Knowledge at Singapore Management University
1992
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sg-smu-ink.lkcsb_research-32502010-09-23T12:30:04Z Arbitrage and Price Behavior of the Nikkei Stock Index Futures Lim, Kian Guan Examines the Nikkei stock average futures contract using intraday transactions data. Limitations in arbitrage opportunities; Properties of the S&P 500 spot-futures prices; Evaluation on the price behavior of the spot index and futures. 1992-04-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/2251 info:doi/10.1002/fut.3990120204 https://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=5853527&site=ehost-live Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Business |
| institution |
Singapore Management University |
| building |
SMU Libraries |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Business |
| spellingShingle |
Business Lim, Kian Guan Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| description |
Examines the Nikkei stock average futures contract using intraday transactions data. Limitations in arbitrage opportunities; Properties of the S&P 500 spot-futures prices; Evaluation on the price behavior of the spot index and futures. |
| format |
text |
| author |
Lim, Kian Guan |
| author_facet |
Lim, Kian Guan |
| author_sort |
Lim, Kian Guan |
| title |
Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| title_short |
Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| title_full |
Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| title_fullStr |
Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| title_full_unstemmed |
Arbitrage and Price Behavior of the Nikkei Stock Index Futures |
| title_sort |
arbitrage and price behavior of the nikkei stock index futures |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1992 |
| url |
https://ink.library.smu.edu.sg/lkcsb_research/2251 https://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=5853527&site=ehost-live |
| _version_ |
1770570185894264832 |