@article{oai:oiu.repo.nii.ac.jp:00000114,
 author = {志馬, 祥紀 and シマ, ヨシノリ and Shima, Yoshinori},
 issue = {1},
 journal = {国際研究論叢 : 大阪国際大学紀要, OIU journal of international studies},
 month = {Oct},
 note = {P(論文), 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.},
 pages = {25--33},
 title = {株価指数先物市場の取引流動性},
 volume = {23},
 year = {2009}
}