Impact of Single Stock Futures on its underlying assets : a case study on SGX.

This paper examines the impact of the introduction of 15 Single Stock Futures (SSFs) on the volatility and trading volume of their underlying stock on the Singapore Exchange during the period of 2000 to 2002.

Bibliographic Details
Main Authors: Lim, Sianron., Tan, Serene Min Min., Woo, Nanshen.
Other Authors: Charoenwong, Charlie
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9709