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Kim et al., 2002 - Google Patents

Time-varying bid–ask components of Nikkei 225 index futures on SIMEX

Kim et al., 2002

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Document ID
1824637713364629909
Author
Kim I
Ko K
Noh S
Publication year
Publication venue
Pacific-Basin Finance Journal

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Snippet

This paper investigates the time-varying behavior of the bid–ask spread components of Nikkei 225 index futures contract on the Singapore International Monetary Exchange (SIMEX). Using the Huang and Stoll [Journal of Financial Economics 41 (1996) 313] trade …
Continue reading at www.academia.edu (PDF) (other versions)

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