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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2008
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Online Access: | http://hdl.handle.net/10356/9709 |
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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 |
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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 |
_version_ |
1770565213211328512 |