Arbitrage in Nikkei Stock Average Futures across Osaka and Simex

Author

Kian Guan Lim, Singapore Management UniversityFollow
K. C. Loo
Ruth Seow Kuan Tan

Publication Type

Journal Article

Publication Date

1998

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Accounting Research Journal

Volume

11

Issue

1

First Page

218

Last Page

232

ISSN

1030-9616

Publisher

Queensland University of Technology

Citation

Lim, Kian Guan; Loo, K. C.; and Tan, Ruth Seow Kuan. Arbitrage in Nikkei Stock Average Futures across Osaka and Simex. (1998). Accounting Research Journal. 11, (1), 218-232.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2263