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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Format: | Final Year Project (FYP) |
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2008
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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 |
format | Final Year Project (FYP) |
id | ntu-10356/11326 |
institution | Nanyang Technological University |
last_indexed | 2024-10-01T02:25:27Z |
publishDate | 2008 |
record_format | dspace |
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 |
work_keys_str_mv | AT ngmeimei nikkei225stockindexamicrostructurestudyonsingaporeexchangeandosakasecuritiesexchange AT tanandrewyongchuan nikkei225stockindexamicrostructurestudyonsingaporeexchangeandosakasecuritiesexchange AT teosiokcheng nikkei225stockindexamicrostructurestudyonsingaporeexchangeandosakasecuritiesexchange |