Title

A Common Measure of Liquidity Costs for Futures and Stock Exchanges

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

Publisher

Elsevier Academic Press

City or Country

San Diego, CA