Roope, M.Zurbrugg, R.2006-06-192006-06-192002Journal of Futures Markets, The, 2002; 22(3):219-2400270-73141096-9934http://hdl.handle.net/2440/1237The definitive version may be found at www.wiley.comFocuses 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.enThe intra-day price discovery process between the Singapore Exchange and Taiwan Futures ExchangeJournal article002002093410.1002/fut.22150001732283000022-s2.0-003610409360056Zurbrugg, R. [0000-0002-8652-0028]