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株価指数先物市場の取引流動性
https://oiu.repo.nii.ac.jp/records/114
https://oiu.repo.nii.ac.jp/records/114bbf8c3a6-8139-4025-bd01-d83e29bb454f
名前 / ファイル | ライセンス | アクション |
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23-1-025 (385.4 kB)
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Item type | 紀要論文(ELS) / Departmental Bulletin Paper(1) | |||||
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公開日 | 2009-10-31 | |||||
タイトル | ||||||
タイトル | 株価指数先物市場の取引流動性 | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 流動性 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 株価指数先物 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | ミニ取引 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | GMM | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 裁定取引 | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ページ属性 | ||||||
内容記述タイプ | Other | |||||
内容記述 | P(論文) | |||||
記事種別(日) | ||||||
値 | 論文 | |||||
記事種別(英) | ||||||
言語 | en | |||||
値 | Article | |||||
その他の言語 | ||||||
言語 | Trading Liquidity of the Stock Index futures;An analysis of the effects of the Nikkei 225 mini futures listing | |||||
論文名よみ | ||||||
その他のタイトル | カブカ シスウ サキモノ シジョウ ノ トリヒキ リュウドウセイ | |||||
著者名(日) |
志馬, 祥紀
× 志馬, 祥紀 |
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著者名よみ |
シマ, ヨシノリ
× シマ, ヨシノリ |
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著者名(英) |
Shima, Yoshinori
× Shima, Yoshinori |
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抄録(英) | ||||||
内容記述タイプ | Other | |||||
内容記述 | In this article, I examine newly listed “mini” stock index futures effects to the “large” stock index futures market, focusing in trading liquidity, on Osaka Securities Exchange( OSE) in Japan. Currently, Stock index futures underlying in the Nikkei Stock Average (Nikkei 225) are traded on the OSE, Singapore Exchange( SGX) and Chicago Mercantile Exchange( CME). However, OSE is the first Exchange to list both “large” and “mini” Nikkei futures. So it is very interesting to check whether the “market fragmentation” between large and mini futures market is observed, or not, in Japan. By empirical analysis, I found that the market fragmentation is not observed, and moreover, increasing of the trading liquidity is measured in the large market. |
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雑誌書誌ID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN10110523 | |||||
書誌情報 |
国際研究論叢 : 大阪国際大学紀要 en : OIU journal of international studies 巻 23, 号 1, p. 25-33, 発行日 2009-10-31 |