A Microstructure Examination of Illiquid Futures Contracts: Evidence from Singapore Exchange

Author

David K. DING, Singapore Management UniversityFollow
Charlie Charoenwong, Nanyang Technological University

Publication Type

Conference Paper

Publication Date

12-2000

Discipline

Asian Studies | Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Australasian Finance and Banking Conference, 13th, Sydney, Australia, December 2000

City or Country

Sydney, Australia

Citation

DING, David K. and Charoenwong, Charlie. A Microstructure Examination of Illiquid Futures Contracts: Evidence from Singapore Exchange. (2000). Australasian Finance and Banking Conference, 13th, Sydney, Australia, December 2000.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/745