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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.
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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