The Impact of Exchange Traded Funds and Index Futures of Five Asian Equity Markets - Empirical Evidence
Previous empirical studies focus more on the underlying index of the futures contract as the spot market is in the process of discovering which of the spot and the futures market lead the price formation. For this research, two derivative products from five Asian countries are utilised in order to s...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
|
| Online Access: | https://eprints.nottingham.ac.uk/27219/ |