SINGAPORE EXCHANGE’S REDUCTION IN BOARD LOT SIZE: CAN A LOWER MINIMUM MONETARY AMOUNT TO INVEST IN SECURITIES IMPROVE LIQUIDITY?
Bachelor's
Saved in:
Main Author: | SOH SHI YANG JOSEPH |
---|---|
Other Authors: | NUS Business School |
Format: | Theses and Dissertations |
Published: |
2018
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/147550 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
AN EMPIRICAL ANALYSIS OF THE EFFECTS OF THE SGX LOT SIZE REDUCTION ON LIQUDITY AND MARKET EFFICIENCY
by: HONG SHAO YU
Published: (2018) -
Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system
by: SEQUEIRA, John M.
Published: (2021) -
The impact of the tick size reduction on liquidity: Empirical Evidence from the Jakarta Stock Exchange
by: Perpustakaan UGM, i-lib
Published: (2004) -
Monetary shocks and the fundamental determinants of the real exchange rate under the Hong Kong currency board
by: Siregar, R.Y., et al.
Published: (2016) -
Eyeballing heuristics for dynamic lot size problems
by: Eng Ung Choo, et al.
Published: (2014)