Liquidity Commonality Among Asian Futures Markets

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Liquidity Commonality Among Asian Futures Markets

This study investigates the impact of common liquidity factors on liquidity variations of seven selected Asian stock index futures. On average, the common factors account for 10.35% of daily variations of Asian futures liquidity. In that, 8.89% is driven by regional common factors whereas global fac...

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Bibliographic Details
Main Author:	Nguyen, Vu Hong Thach
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28618/

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