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
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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