The pricing behavior of Hang Seng index futures

Much academic studies have been done on the pricing of stock index futures. This study is an inspiration of the previous works and it focuses on index futures trading in the Hong Kong Futures Exchange (HKFE). The purpose of this study is to provide evidence on the pricing efficiency of the Hang Seng...

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Bibliographic Details
Main Authors: Koh, Lye Thiam, Lee, Sandra Eng Eng, Phua, Sze Sze
Other Authors: Low Buen Sin
Format: Final Year Project (FYP)
Language:English
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/59343