International Linkages in Nikkei Stock Index Futures Markets

Yiuman Tse; G. Geoffrey Booth; Tae-Hwy Lee

doi:10.1016/0927-538X(95)00023-E

International Linkages in Nikkei Stock Index Futures Markets

Yiuman Tse
, G. Geoffrey Booth
, Tae-Hwy Lee

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Pacific-basin Finance Journal
Volume	4
DOIs	https://doi.org/10.1016/0927-538X(95)00023-E
State	Published - 1996

Disciplines

Business

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@article{0b17d4354b2b45e8a952f1240a9eac60,

title = "International Linkages in Nikkei Stock Index Futures Markets",

author = "Yiuman Tse and Booth, \{G. Geoffrey\} and Tae-Hwy Lee",

note = "This paper analyzes the linkages and information transmission of similar Nikkei stock index futures contracts traded on three international exchanges,...",

year = "1996",

doi = "10.1016/0927-538X(95)00023-E",

language = "American English",

volume = "4",

journal = "Pacific-basin Finance Journal",

}

TY - JOUR

T1 - International Linkages in Nikkei Stock Index Futures Markets

AU - Tse, Yiuman

AU - Booth, G. Geoffrey

AU - Lee, Tae-Hwy

N1 - This paper analyzes the linkages and information transmission of similar Nikkei stock index futures contracts traded on three international exchanges,...

PY - 1996

Y1 - 1996

UR - https://www.sciencedirect.com/science/article/pii/0927538X9500023E

U2 - 10.1016/0927-538X(95)00023-E

DO - 10.1016/0927-538X(95)00023-E

M3 - Article

VL - 4

JO - Pacific-basin Finance Journal

JF - Pacific-basin Finance Journal

ER -

International Linkages in Nikkei Stock Index Futures Markets

Disciplines

Access to Document

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