Lessons from the demise of the Brent Crude oil futures contract on the Singapore Exchange
This paper highlights the lessons drawn from the demise of the Brent Crude Oil futures contract that was traded on the Singapore Stock Exchange (SGX). We analyze the market microstructure of the contract prior to its failure—specifically, the number of trades, trading volume, open interest, bid–ask...
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Main Authors: | DING, Kuan Yong David, LIM, Wui Boon |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2024
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7503 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8502/viewcontent/jrfm_17_00252.pdf |
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Institution: | Singapore Management University |
Language: | English |
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