Blar i NTNU Open på forfatter "Grønberg, Ulrikke"
-
Trading strategies based on the lead-lag relationship between the spot and the futures prices for the Nikkei 225 Stock Average Index
Aksdal, Julie Marie; Grønberg, Ulrikke (Master thesis, 2016-01-13)The main objective for this master thesis was to investigate the relationship between the spot and futures market for the Nikkei 225 Stock Average Index, in order to give an indication about the efficiency of the Japanese ...