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A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”

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  • Peter Miu
  • Meng‐Lan Yueh

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  • Peter Miu & Meng‐Lan Yueh, 2021. "A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2079-2082, December.
    • Handle: RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2079-2082
    DOI: 10.1002/fut.22262
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    References listed on IDEAS

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    1. Hayashi, Fumio & Jagannathan, Ravi, 1990. "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 401-427, December.
    2. Jieye Qin & Christopher J. Green & Kavita Sirichand, 2019. "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1269-1300, October.
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