Round-the-clock market efficiency between Singapore's and London's Japanese government bond futures markets.
Goh, Chin Gee.
Loy, Wei Shan.
Mok, Yen Ling.
Date of Issue2001
College of Business (Nanyang Business School)
This paper analysing the information flow between the Japanese Government Bond (JGB) futures markets in London (LIFFE) and Singapore (SGX) for the period 04 January 1995 to 30 August 2000.
Final Year Project (FYP)
Nanyang Technological University