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

Author

Kian Guan Lim, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1992

Discipline

Business

Research Areas

Finance

Publication

Pacific-Basin Capital Markets Research

Volume

3

First Page

441

Last Page

461

ISSN

2467-8762

Citation

Lim, Kian Guan. Speculative, Hedging, and Arbitrage Efficiency of the Nikkei Index Futures. (1992). Pacific-Basin Capital Markets Research. 3, 441-461.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2253