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The determinants of cross-border consolidation in eight Asian countries: Before and after the Asian financial crisis

✍ Scribed by Chung-Hua Shen; Mei-Rong Lin


Book ID
113810670
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
214 KB
Volume
21
Category
Article
ISSN
1042-444X

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This article studies the impact of the Asian financial crisis on index options and index futures markets in Hong Kong. We employed a time-stamped transaction data set of the Hang Seng Index options and futures contracts that were traded on the Hong Kong Futures Exchange. The results show that during