Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures

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Bibliographic Details
Main Author:	Lim, Kian Guan
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 1992
Subjects:	Business
Online Access:	https://ink.library.smu.edu.sg/lkcsb_research/2253
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Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.lkcsb_research-3252
record_format	dspace
spelling	sg-smu-ink.lkcsb_research-32522010-09-23T12:30:04Z Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures Lim, Kian Guan 1992-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/2253 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 Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
format	text
author	Lim, Kian Guan
author_facet	Lim, Kian Guan
author_sort	Lim, Kian Guan
title	Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
title_short	Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
title_full	Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
title_fullStr	Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
title_full_unstemmed	Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures
title_sort	speculative, hedging, and arbitrage efficiency of the nikkei index futures
publisher	Institutional Knowledge at Singapore Management University
publishDate	1992
url	https://ink.library.smu.edu.sg/lkcsb_research/2253
_version_	1770570186295869440

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