haku: @author Subrahmanyam, M. G. / yhteensä: 12
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| Tekijä: | Brenner, M. Subrahmanyam, M. G. Uno, J. |
| Otsikko: | Arbitrage opportunities in the Japanese stock and futures markets. |
| Lehti: | Financial Analysts' Journal
1990 : MAR/APR, VOL. 46:2, p. 14-24 |
| Asiasana: | STOCK MARKETS FUTURES MARKETS OPPORTUNITY COSTS JAPAN |
| Kieli: | eng |
| Tiivistelmä: | Review of the behaviour of Japanese stock index futures contracts, related to relaxed trading restrictions and whether restraints have an adverse effect on capital markets efficiency. Pricing stock index contracts. Data and method. Transaction costs. Measuring deviations from fair price. Arbitrage activity. Contrast with earlier period. Nine Figures and four Tables illustrate the study. illustrate the study. |
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