The intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange
Year of publication: |
2002
|
---|---|
Authors: | Roope, Matthew ; Zurbruegg, Ralf |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 3, p. 219-240
|
Subject: | Index-Futures | Index futures | Informationseffizienz | Informational efficiency | Singapur | Singapore | Taiwan |
-
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey, (1996)
-
Dynamic linkages between Singapore and NSE listed NIFTY Futures and NIFTY spot markets
Kotha, Kiran Kumar, (2016)
-
Huang, Yen-Chen, (2006)
- More ...
-
The intra‐day price discovery process between the Singapore Exchange and Taiwan Futures Exchange
Roope, Matthew, (2002)
-
The Intra-day Price Discovery Process Between the Singapore Exchange and Taiwan Futures Exchange
Roope, Matthew, (2002)
-
Examining positive and negative value-in-use in a complex service setting
Sweeney, Jillian C., (2018)
- More ...