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https://hdl.handle.net/10356/11016| Title: | Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market. | Authors: | Kho, James Chung Wah. Ong, Eng Eng. Shu, Xiao Hua. |
Keywords: | DRNTU::Business::Finance::Derivatives | Issue Date: | 2000 | Abstract: | This study investigates the nature of intraday and daily trading activity, volatility of return and bid-ask spread for three illiquid contracts traded on the Singapore International Monetary Exchange (SIMEX) Limited from February 1995 to September 1999. | URI: | http://hdl.handle.net/10356/11016 | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_355.pdf Restricted Access | 199.93 kB | Adobe PDF | View/Open |
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