The impact of transaction costs on Nikkei Stock Index futures arbitrage
Year of publication: |
1994
|
---|---|
Authors: | Lim, Kian-Guan |
Other Persons: | Muthuswamy, Jayaram (contributor) |
Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 12.1994, 3, p. 717-738
|
Subject: | Index-Futures | Index futures | Transaktionskosten | Transaction costs | Arbitrage | Japan | Singapur | Singapore | 1986-1991 |
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