Selecting an index for a stock index futures contract: An analysis of the Singapore market

Author

Anthony S. Tay, Singapore Management UniversityFollow
Yiu Kuen TSE, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1991

Discipline

Asian Studies | Economics | Finance

Research Areas

Econometrics

Publication

Review of Futures Markets

Volume

10

Issue

3

First Page

412

Last Page

431

ISSN

0898-011X

Publisher

Chicago Board of Trade

Citation

Tay, Anthony S. and TSE, Yiu Kuen. Selecting an index for a stock index futures contract: An analysis of the Singapore market. (1991). Review of Futures Markets. 10, (3), 412-431.
Available at: https://ink.library.smu.edu.sg/soe_research/389