𝔖 Bobbio Scriptorium
✦   LIBER   ✦

SETS, arbitrage activity, and stock price dynamics

✍ Scribed by Nick Taylor; Dick van Dijk; Philip Hans Franses; André Lucas

Book ID
117529220
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
242 KB
Volume
24
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

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Arbitrage and price behavior of the Nikk
Arbitrage and price behavior of the Nikkei stock index futures
✍ Kian-Guan Lim 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 703 KB

## Introduction he Nikkei Stock Average Futures contract started trading at the Singapore T International Monetary Exchange (SIMEX) on September 3, 1986. SIMEX became the first futures exchange to trade a stock index futures outside the country where the indexed stocks are traded. The stock index