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Christopher Hian Ann Ting

Singapore Management University - Lee Kong Chian School of Business

469 Bukit Timah Road

Singapore 912409

Singapore

  • Singapore Management University - Lee Kong Chian School of Business

SCHOLARLY PAPERS

3

DOWNLOADS

610

TOTAL CITATIONS

5

Scholarly Papers (3)

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1.

Cross-Section of Mini Flash Crashes and Their Detection by a State-Space Approach

Number of pages: 43 Posted: 19 Jun 2019
Chyng Wen Tee and Christopher Hian Ann Ting
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 328 (228,895)
Citation 2

Abstract:

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market microstructure, mini flash crashes, state-space model, liquidity, high speed trading, information efficiency

2.

Variance Risk Premiums of Commodity ETFs

Journal of Futures Markets, Vol. 37, No. 5, 2017. https://doi.org/10.1002/fut.21802
Number of pages: 37 Posted: 20 Jun 2019 Last Revised: 02 Apr 2023
Chyng Wen Tee and Christopher Hian Ann Ting
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 175 (433,279)
Citation 3

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exchange-traded funds, futures markets, variance risk premiums, commodity markets

3.

Volume Information in Nikkei and TOPIX Futures Transactions

Journal of Financial Studies, Vol. 25, No. 4, 2017. http://dx.doi.org/10.6545%2fJFS.2017.25(4).1
Number of pages: 42 Posted: 20 Jun 2019 Last Revised: 01 Mar 2022
Chyng Wen Tee and Christopher Hian Ann Ting
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 107 (654,668)

Abstract:

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market microstructure, volume information, futures markets