The story
Borrowed from Japanese 日(にっ)経(けい) (nikkei), an abbreviation of 日(に)本(ほん)経(けい)済(ざい)新(しん)聞(ぶん) (Nihon Keizai Shinbun, literally “Japan Economics Newspaper”), a Japanese newspaper which publishes the index.
Etymology from Wiktionary, CC BY-SA 4.0.