Liquidity and Cost Analysis of Nikkei Yen Futures in CME, SGX, and JPX

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August 2, 2021 - Nikkei225 is the major index for the Japanese equity market. This research analyzes the intraday liquidity profiles of three yen-denominated Nikkei225 equity index futures listed on three different exchanges: CME, SGX, and JPX.

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Chin Huang