Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/59343
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dc.contributor.authorKoh, Lye Thiam
dc.contributor.authorLee, Sandra Eng Eng
dc.contributor.authorPhua, Sze Sze
dc.date.accessioned2014-05-02T01:35:10Z
dc.date.available2014-05-02T01:35:10Z
dc.date.copyright1995en_US
dc.date.issued1995
dc.identifier.urihttp://hdl.handle.net/10356/59343
dc.description.abstractMuch 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.en_US
dc.format.extent93 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Businessen_US
dc.titleThe pricing behavior of Hang Seng index futuresen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorLow Buen Sinen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeBUSINESSen_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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