Intraday Analysis of the Malaysian Stock Index Futures Market

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Intraday Analysis of the Malaysian Stock Index Futures Market

The use of any aggregate financial data to examine the relationship between information and prices using daily, weekly and monthly data leads to loss of information. The problem with such studies that employ time aggregated data is that it ignores the real time price dynamics and intraday interac...

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Bibliographic Details
Main Author:	Lim, Chee Seong
Format:	Thesis
Language:	English English
Published:	2004
Subjects:	Stock index futures - Malaysia - Case studies
Online Access:	http://psasir.upm.edu.my/id/eprint/291/ http://psasir.upm.edu.my/id/eprint/291/1/549566_FEP_2004_10.pdf

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