The Impact of Transaction Costs on Nikkei Stock Index Futures Arbitrage

Author

J Muthuswamy
Kian Guan Lim, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1993

Discipline

Business

Research Areas

Finance

Publication

Review of Futures Markets

Volume

12

Issue

3

First Page

717

Last Page

738

ISSN

0898-011X

Citation

Muthuswamy, J and Lim, Kian Guan. The Impact of Transaction Costs on Nikkei Stock Index Futures Arbitrage. (1993). Review of Futures Markets. 12, (3), 717-738.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2254