Impact of Single Stock Futures on its underlying assets : a case study on SGX.
Tan, Serene Min Min.
Date of Issue2005
College of Business (Nanyang Business School)
This paper examines the impact of the introduction of 15 Single Stock Futures (SSFs) on the volatility and trading volume of their underlying stock on the Singapore Exchange during the period of 2000 to 2002.
Final Year Project (FYP)
Nanyang Technological University