ผลงานวิชาการ พ.ศ. 2561

Browse

Recent Submissions

Now showing 1 - 1 of 1
  • Thumbnail Image
    Item
    Success factors of financial derivatives markets in Asia
    Trin Sittisawad; Pariyada Sukcharoensin (Springer Nature, 2018)
    The objective of this study is to investigate the success factors of financial derivatives markets in Asia. The selected countries include Thailand, Malaysia, Singapore, South Korea, Japan and Hong Kong. The success factors of financial derivatives markets in Asia are examined by employing the panel regression. The empirical results show that size, volatility, and liquidity of spot market are significant factors for the success of financial derivatives markets in sample countries. Further, tick size, contract size, and option-type also enhance trading volumes while product age is not statistically significant. The results from this study provide important implications in developing the financial derivatives market which plays an important role in the capital market.