Comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk and transaction costs” by Peter Miu and Meng-Lan Yueh: Reply
journal contribution
posted on 2021-11-10, 09:43 authored by Jieye Qin, Christopher Green, Kavita SirichandKavita SirichandEditor's note.
Funding
Anhui Jianzhu University (grant number 2018QD03)
Anhui Provincial Department of Education, China (grant number KJ2019A0764)
Natural Science Foundation of Anhui Province, China (grant number 2008085QG347)
History
School
- Business and Economics
Department
- Business
- Economics
Published in
Journal of Futures MarketsVolume
41Issue
12Pages
2083-2084Publisher
WileyVersion
- AM (Accepted Manuscript)
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© Wiley Periodicals LLCPublisher statement
This is the peer reviewed version of the following article: QIN, J., GREEN, C. and SIRICHAND, K., 2021. Comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk and transaction costs” by Peter Miu and Meng-Lan Yueh: Reply. Journal of Futures Markets, 41 (12), pp.2083-2084, which has been published in final form at https://doi.org/10.1002/fut.22261. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited.Acceptance date
2021-08-27Publication date
2021-09-19Copyright date
2021ISSN
0270-7314eISSN
1096-9934Publisher version
Language
- en
Depositor
Dr Kavita Sirichand. Deposit date: 9 November 2021Usage metrics
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