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https://hdl.handle.net/10356/8871
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, Puay Eng | en_US |
dc.contributor.author | Ong, Chia Yean | en_US |
dc.contributor.author | Yang, Ivy Shiyun | en_US |
dc.date.accessioned | 2008-09-24T07:26:12Z | |
dc.date.available | 2008-09-24T07:26:12Z | |
dc.date.copyright | 2003 | en_US |
dc.date.issued | 2003 | |
dc.identifier.uri | http://hdl.handle.net/10356/8871 | |
dc.description.abstract | In this paper, we document short-term return reversal patterns in international interest rate futures and the profitability of short-term return-based contrarian strategies. Daily open and settlement prices from 1990 to 2002 for 33 interest rate futures contracts trading in 12 futures exchanges and three time zones are employed. | en_US |
dc.rights | Nanyang Technological University | en_US |
dc.subject | DRNTU::Business::Finance::Futures | |
dc.title | Short-term return-based contrarian profits in international interest-rate futures markets : 1990-2002 | en_US |
dc.type | Final Year Project (FYP) | en_US |
dc.contributor.supervisor | Kang, Joseph Choong Seok | en_US |
dc.contributor.school | Nanyang Business School | en_US |
item.fulltext | With Fulltext | - |
item.grantfulltext | restricted | - |
Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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File | Description | Size | Format | |
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NBS-REPORTS_1584.pdf Restricted Access | 428.98 kB | Adobe PDF | View/Open |
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