The intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange

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dc.contributor.authorRoope, M.
dc.contributor.authorZurbrugg, R.
dc.date.issued2002
dc.descriptionThe definitive version may be found at www.wiley.com
dc.description.abstractFocuses 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.
dc.description.statementofresponsibilityMatthew Roope and Ralf Zurbruegg
dc.identifier.citationJournal of Futures Markets, The, 2002; 22(3):219-240
dc.identifier.doi10.1002/fut.2215
dc.identifier.issn0270-7314
dc.identifier.issn1096-9934
dc.identifier.orcidZurbrugg, R. [0000-0002-8652-0028]
dc.identifier.urihttp://hdl.handle.net/2440/1237
dc.language.isoen
dc.publisherJohn Wiley & Sons Inc
dc.source.urihttps://doi.org/10.1002/fut.2215
dc.titleThe intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange
dc.typeJournal article
pubs.publication-statusPublished

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