Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/11273| Title: | Round-the-clock market efficiency between Singapore's and London's Japanese government bond futures markets. | Authors: | Goh, Chin Gee. Loy, Wei Shan. Mok, Yen Ling. |
Keywords: | DRNTU::Business::Finance::Stock exchanges | Issue Date: | 2001 | Abstract: | This paper analysing the information flow between the Japanese Government Bond (JGB) futures markets in London (LIFFE) and Singapore (SGX) for the period 04 January 1995 to 30 August 2000. | URI: | http://hdl.handle.net/10356/11273 | Schools: | Nanyang Business School | 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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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_586.pdf Restricted Access | 387.24 kB | Adobe PDF | View/Open |
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