Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/1237
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Type: Journal article
Title: The intra-day price discovery process between the Singapore Exchange and Taiwan Futures Exchange
Author: Roope, M.
Zurbrugg, R.
Citation: Journal of Futures Markets, 2002; 22(3):219-240
Publisher: John Wiley & Sons Inc
Issue Date: 2002
ISSN: 0270-7314
1096-9934
Statement of
Responsibility: 
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
RMID: 0020020934
DOI: 10.1002/fut.2215
Appears in Collections:Business School publications

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