Arbitrage opportunities and pricing efficiency in Malaysia futures market - Kuala Lumpur stock exchange composite index futures (FKLI)

A futures contract is defined as the agreement between two parties, which are the seller and the buyer who agreed to purchase or sell a certain product. The contract states all the details of the transaction such as the agreed quantity, price and the delivery of the product on a predetermined date....

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Bibliographic Details
Main Author: Khong, Jason Jasmy
Format: Thesis
Language:English
English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2013
Subjects:
Online Access:http://ir.unimas.my/9293/
http://ir.unimas.my/9293/1/Arbitrage%20Opportunities%20and%20Pricing%20Efficiency%20in%20Malaysia%20Futures%20Market%20%E2%80%93%20Kuala%20Lumpur%20Stock%20Exchange%20Composite%20Index%20Futures%20%28FKLI%29%2824pages%29.pdf
http://ir.unimas.my/9293/2/Arbitrage%20Opportunities%20and%20Pricing%20Efficiency%20in%20Malaysia%20Futures%20Market%20%E2%80%93%20Kuala%20Lumpur%20Stock%20Exchange%20Composite%20Index%20Futures%20%28FKLI%29.pdf