Impact of Single Stock Futures on its underlying assets : a case study on SGX.

This paper examines the impact of the introduction of 15 Single Stock Futures (SSFs) on the volatility and trading volume of their underlying stock on the Singapore Exchange during the period of 2000 to 2002.

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Bibliographic Details
Main Authors: Lim, Sianron., Tan, Serene Min Min., Woo, Nanshen.
Other Authors: Charoenwong, Charlie
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9709
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9709
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spelling sg-ntu-dr.10356-97092023-05-19T05:41:34Z Impact of Single Stock Futures on its underlying assets : a case study on SGX. Lim, Sianron. Tan, Serene Min Min. Woo, Nanshen. Charoenwong, Charlie Nanyang Business School DRNTU::Business::Finance::Futures This paper examines the impact of the introduction of 15 Single Stock Futures (SSFs) on the volatility and trading volume of their underlying stock on the Singapore Exchange during the period of 2000 to 2002. 2008-09-24T07:35:18Z 2008-09-24T07:35:18Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9709 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::Futures
spellingShingle DRNTU::Business::Finance::Futures
Lim, Sianron.
Tan, Serene Min Min.
Woo, Nanshen.
Impact of Single Stock Futures on its underlying assets : a case study on SGX.
description This paper examines the impact of the introduction of 15 Single Stock Futures (SSFs) on the volatility and trading volume of their underlying stock on the Singapore Exchange during the period of 2000 to 2002.
author2 Charoenwong, Charlie
author_facet Charoenwong, Charlie
Lim, Sianron.
Tan, Serene Min Min.
Woo, Nanshen.
format Final Year Project
author Lim, Sianron.
Tan, Serene Min Min.
Woo, Nanshen.
author_sort Lim, Sianron.
title Impact of Single Stock Futures on its underlying assets : a case study on SGX.
title_short Impact of Single Stock Futures on its underlying assets : a case study on SGX.
title_full Impact of Single Stock Futures on its underlying assets : a case study on SGX.
title_fullStr Impact of Single Stock Futures on its underlying assets : a case study on SGX.
title_full_unstemmed Impact of Single Stock Futures on its underlying assets : a case study on SGX.
title_sort impact of single stock futures on its underlying assets : a case study on sgx.
publishDate 2008
url http://hdl.handle.net/10356/9709
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