Price discovery of index futures across markets
The trading of foreign index futures by the Singapore Exchange (SGX) offers an ideal opportunity to study price discovery and information of trading across different markets. We examine four popular indices - Nikkei 225 Index, MSCI Taiwan Index, CNX Nifty Index and the FTSE China A50 Index traded in...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5222 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6221/viewcontent/SSRN_id2840067.pdf |
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| Institution: | Singapore Management University |
| Language: | English |