Search Results - subject:"Nikkei 225 Index"

An empirical study of option prices under the hybrid Brownian motion model

Iwaki, Hideki; Luo, Lei - In: Journal of mathematical finance 3 (2013) 2, pp. 329-334

Persistent link: https://www.econbiz.de/10010239548

The Price Response to KIKKEI 225 Stocks Index Adjustments

Tu, Chia-Jung - In: The International Journal of Business and Finance Research 6 (2012) 4, pp. 59-71

Using Nikkei 225 Index adjustment data, this study examines price response to changes in index composition. This study … demonstrates that prices of stocks added to and deleted from the Nikkei 225 Index respectively fluctuate accordingly on the …

Persistent link: https://www.econbiz.de/10010940790

The price response to Nikkei 225 stocks index adjustments

Tu, Chia-jung - In: The international journal of business and finance … 6 (2012) 4, pp. 59-71

Persistent link: https://www.econbiz.de/10009633848

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009231516

American futures options arbitrage: evidence from the Nikkei 225 options market

Wang, Changyun; Zhang, Wei; Tan, Weng Kit - In: Quantitative Finance 8 (2008) 3, pp. 313-320

by investigating the arbitrage profitability of American index options—the Nikkei 225 index futures options traded on the …

Persistent link: https://www.econbiz.de/10005495768

EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL

KAIZOJI, TAISEI; KAIZOJI, MICHIYO - In: Advances in Complex Systems (ACS) 06 (2003) 03, pp. 303-312

the volatility of the daily data of the Nikkei 225 index from 1990 to 2003, and we found that the distributions of the …

Persistent link: https://www.econbiz.de/10005047413