Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10392
Title: Impact of event changes of Nikkei 225 stock index on SGX Nikkei 225 index futures.
Authors: Chen, Gabriel Min Wei.
How, Ya Ting.
Toh, Gin Meng.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2007
Abstract: This paper investigates the impact of event changes of the Nikkei 225 stock index on the volume, returns, volatility and bid-ask spreads (BAS) of the SGX Nikkei 225 index futures. Specifically, our goal was to examine the effects of component changes, price limit hits and large price changes of the Nikkei 225 stock index on the SGX Nikkei 225 index futures.
URI: http://hdl.handle.net/10356/10392
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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