Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.

The objective of this article is to delve into the institutional differences of the two exchanges, the Osaka Stock Exchange (OSE) and the Singapore Exchange (SGX), and give potential reasons as to why traders prefer one exchange to the other. We investigate the relations between information flow, p...

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Bibliographic Details
Main Authors: Ng, Mei Mei., Tan, Andrew Yong Chuan., Teo, Siok Cheng.
Other Authors: Ding, David Kuan Yong
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11326
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author Ng, Mei Mei.
Tan, Andrew Yong Chuan.
Teo, Siok Cheng.
author2 Ding, David Kuan Yong
author_facet Ding, David Kuan Yong
Ng, Mei Mei.
Tan, Andrew Yong Chuan.
Teo, Siok Cheng.
author_sort Ng, Mei Mei.
collection NTU
description The objective of this article is to delve into the institutional differences of the two exchanges, the Osaka Stock Exchange (OSE) and the Singapore Exchange (SGX), and give potential reasons as to why traders prefer one exchange to the other. We investigate the relations between information flow, price volatility, bid-ask spread, and trading volume on Nikkei 225 futures index
first_indexed 2024-10-01T02:25:27Z
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institution Nanyang Technological University
last_indexed 2024-10-01T02:25:27Z
publishDate 2008
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spelling ntu-10356/113262023-05-19T05:41:42Z Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange. Ng, Mei Mei. Tan, Andrew Yong Chuan. Teo, Siok Cheng. Ding, David Kuan Yong Nanyang Business School DRNTU::Business::Finance::Stock exchanges The objective of this article is to delve into the institutional differences of the two exchanges, the Osaka Stock Exchange (OSE) and the Singapore Exchange (SGX), and give potential reasons as to why traders prefer one exchange to the other. We investigate the relations between information flow, price volatility, bid-ask spread, and trading volume on Nikkei 225 futures index 2008-09-24T07:53:41Z 2008-09-24T07:53:41Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11326 Nanyang Technological University application/pdf
spellingShingle DRNTU::Business::Finance::Stock exchanges
Ng, Mei Mei.
Tan, Andrew Yong Chuan.
Teo, Siok Cheng.
Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title_full Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title_fullStr Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title_full_unstemmed Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title_short Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
title_sort nikkei 225 stock index a microstructure study on singapore exchange and osaka securities exchange
topic DRNTU::Business::Finance::Stock exchanges
url http://hdl.handle.net/10356/11326
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AT teosiokcheng nikkei225stockindexamicrostructurestudyonsingaporeexchangeandosakasecuritiesexchange