Nikkei 225 stock index : a microstructure study on Singapore Exchange and Osaka Securities Exchange.
Ng, Mei Mei.
Tan, Andrew Yong Chuan.
Teo, Siok Cheng.
Date of Issue2001
College of Business (Nanyang Business School)
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
Final Year Project (FYP)
Nanyang Technological University