Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.

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.

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Bibliographic Details
Main Authors:	Kho, James Chung Wah., Ong, Eng Eng., Shu, Xiao Hua.
Other Authors:	Ding, David Kuan Yong
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Derivatives
Online Access:	http://hdl.handle.net/10356/11016
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11016
record_format	dspace
spelling	sg-ntu-dr.10356-110162023-05-19T06:16:15Z Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market. Kho, James Chung Wah. Ong, Eng Eng. Shu, Xiao Hua. Ding, David Kuan Yong Nanyang Business School DRNTU::Business::Finance::Derivatives 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. 2008-09-24T07:50:18Z 2008-09-24T07:50:18Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/11016 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Derivatives
spellingShingle	DRNTU::Business::Finance::Derivatives Kho, James Chung Wah. Ong, Eng Eng. Shu, Xiao Hua. Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
description	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.
author2	Ding, David Kuan Yong
author_facet	Ding, David Kuan Yong Kho, James Chung Wah. Ong, Eng Eng. Shu, Xiao Hua.
format	Final Year Project
author	Kho, James Chung Wah. Ong, Eng Eng. Shu, Xiao Hua.
author_sort	Kho, James Chung Wah.
title	Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
title_short	Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
title_full	Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
title_fullStr	Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
title_full_unstemmed	Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.
title_sort	microstructure examination of illiquid contracts : evidence from the singapore derivatives market.
publishDate	2008
url	http://hdl.handle.net/10356/11016
_version_	1770566902079291392

Microstructure examination of illiquid contracts : evidence from the Singapore derivatives market.

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