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.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9709 |
| _version_ | 1826119600078585856 |
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| author | Lim, Sianron. Tan, Serene Min Min. Woo, Nanshen. |
| author2 | Charoenwong, Charlie |
| author_facet | Charoenwong, Charlie Lim, Sianron. Tan, Serene Min Min. Woo, Nanshen. |
| author_sort | Lim, Sianron. |
| collection | NTU |
| description | 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. |
| first_indexed | 2024-10-01T05:03:03Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/9709 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:03:03Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/97092023-05-19T05:41:34Z Impact of Single Stock Futures on its underlying assets : a case study on SGX. Lim, Sianron. Tan, Serene Min Min. Woo, Nanshen. Charoenwong, Charlie Nanyang Business School DRNTU::Business::Finance::Futures 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. 2008-09-24T07:35:18Z 2008-09-24T07:35:18Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9709 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Futures Lim, Sianron. Tan, Serene Min Min. Woo, Nanshen. Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title | Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title_full | Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title_fullStr | Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title_full_unstemmed | Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title_short | Impact of Single Stock Futures on its underlying assets : a case study on SGX. |
| title_sort | impact of single stock futures on its underlying assets a case study on sgx |
| topic | DRNTU::Business::Finance::Futures |
| url | http://hdl.handle.net/10356/9709 |
| work_keys_str_mv | AT limsianron impactofsinglestockfuturesonitsunderlyingassetsacasestudyonsgx AT tansereneminmin impactofsinglestockfuturesonitsunderlyingassetsacasestudyonsgx AT woonanshen impactofsinglestockfuturesonitsunderlyingassetsacasestudyonsgx |