Using tick-by-tick data on the FTSE ST indexes, which yielded more than 12 billion data points spanning the period from 2003 to 2013, we examine the existence of portfolio pumping activities on the Singapore Exchange. The findings indicate that pumping does not seem to exist at the market level. But heightened activities and abnormal security price increases were evident, particularly at year-ends. Exploring at a segmental and stock level, we derive additional insights on possible groups of stocks that could be pumped. In regard to the impact of enforcement activities, referenced with a landmark case related to portfolio pumping activities in Singapore, our analysis suggests that the combination of effective judicial process and market microstructure reforms have contributed to a reduction of such potential misdeeds.