The Sim Kee Boon Institute for Financial Economics generates research through multidisciplinary collaborations involving not only the SMU community, but also research talent from around the world as well as industry and public-sector partners. The Institute will focus its efforts on the areas of financial inclusion and literacy, sustainable finance, financial technology, and data and governance. To maintain our relevance to finance practitioners and policy-makers, SKBI also adopts a view on Asian and global economic trends.

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Submissions from 2010

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An Analysis of Extreme Price Shocks and Illiquidity among Systematic Trend Followers, Wing Bernard LEE, Shih-Fen CHENG, and Annie KOH Working Paper