Please use this identifier to cite or link to this item:
|Scopus||Web of Science®||Altmetric|
|Title:||The intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange|
|Citation:||Journal of Futures Markets, 2002; 22(3):219-240|
|Publisher:||John Wiley & Sons Inc|
|Matthew Roope and Ralf Zurbruegg|
|Abstract:||Focuses on the intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange. Extraction of information content held in each market; Origin of price discovery from the Singapore futures; Theoretical relationship between futures contracts and spot indices.|
|Description:||The definitive version may be found at www.wiley.com|
|Appears in Collections:||Business School publications|
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.