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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.
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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