A Common Measure of Liquidity Costs for Futures and Stock Exchanges

Author

Christopher Hian Ann TING, Singapore Management UniversityFollow

Publication Type

Book Chapter

Publication Date

2014

Keywords

stock exchange, future exchange, securities markets, derivatives markets, maximum liquidity, Singapore, trading costs

Discipline

Finance and Financial Management

Research Areas

Finance

Publication

Handbook of Asian Finance: REITs, Trading, and Fund Performance

Volume

2

First Page

225

Last Page

241

ISBN

9780128009864

Identifier

10.1016/B978-0-12-800986-4.00012-1

Publisher

Elsevier Academic Press

City or Country

San Diego, CA

Citation

Ting, Christopher. 2014. "A Common Measure of Liquidity Costs for Futures and Stock Exchanges." In Handbook of Asian Finance: REITs, Trading, and Fund Performance, edited by David Lee Kuo Chuen and Greg N. Gregoriou, 225-241. San Diego, CA: Elsevier Academic Press.

Additional URL

https://doi.org/10.1016/B978-0-12-800986-4.00012-1