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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1992
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2251 https://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=5853527&site=ehost-live |
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| Institution: | Singapore Management University |
| Language: | English |
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