The Impact of Exchange Traded Funds and Index Futures of Five Asian Equity Markets - Empirical Evidence

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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...

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Bibliographic Details
Main Author:	Yong, Sern Cherk
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27219/

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