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https://hdl.handle.net/10356/59343| Title: | The pricing behavior of Hang Seng index futures | Authors: | Koh, Lye Thiam Lee, Sandra Eng Eng Phua, Sze Sze |
Keywords: | DRNTU::Business | Issue Date: | 1995 | Abstract: | Much academic studies have been done on the pricing of stock index futures. This study is an inspiration of the previous works and it focuses on index futures trading in the Hong Kong Futures Exchange (HKFE). The purpose of this study is to provide evidence on the pricing efficiency of the Hang Seng Index (HSI) futures by examining the existence of arbitrage opportunities. | URI: | http://hdl.handle.net/10356/59343 | 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) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| KOH_LYE_THIAM_1995.pdf Restricted Access | Main Report | 8.37 MB | Adobe PDF | View/Open |
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