Liquidity Excess and Futures Copper Price

Yuzhou Yang; Chen Zhu; Zhongwen Tong

doi:doi:10.11648/j.ijfbr.20160206.13

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Liquidity Excess and Futures Copper Price

Yuzhou Yang, Chen Zhu, Zhongwen Tong

Published in International Journal of Finance and Banking Research (Volume 2, Issue 6)

Received: 1 September 2016 Accepted: 19 October 2016 Published: 24 January 2017

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Abstract

The main contribution of this paper is to identify the relationship between liquidity excess and futures copper price in developing countries. To this end, we compare various measures of liquidity excess and identify one that can measure the degree of liquidity excess and which is particularly applicable to developing countries like China. Through multiple regression analysis, it is found that liquidity excess accounts for the changes of copper prices in the future market.

Published in	International Journal of Finance and Banking Research (Volume 2, Issue 6)
DOI	10.11648/j.ijfbr.20160206.13
Page(s)	204-208
Creative Commons	This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.
Copyright	Copyright © The Author(s), 2017. Published by Science Publishing Group

Keywords

Liquidity, Excess, Futures, Copper, Prices

References

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APA Style

Yuzhou Yang, Chen Zhu, Zhongwen Tong. (2017). Liquidity Excess and Futures Copper Price. International Journal of Finance and Banking Research, 2(6), 204-208. https://doi.org/10.11648/j.ijfbr.20160206.13

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ACS Style

Yuzhou Yang; Chen Zhu; Zhongwen Tong. Liquidity Excess and Futures Copper Price. Int. J. Finance Bank. Res. 2017, 2(6), 204-208. doi: 10.11648/j.ijfbr.20160206.13

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AMA Style

Yuzhou Yang, Chen Zhu, Zhongwen Tong. Liquidity Excess and Futures Copper Price. Int J Finance Bank Res. 2017;2(6):204-208. doi: 10.11648/j.ijfbr.20160206.13

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@article{10.11648/j.ijfbr.20160206.13,
  author = {Yuzhou Yang and Chen Zhu and Zhongwen Tong},
  title = {Liquidity Excess and Futures Copper Price},
  journal = {International Journal of Finance and Banking Research},
  volume = {2},
  number = {6},
  pages = {204-208},
  doi = {10.11648/j.ijfbr.20160206.13},
  url = {https://doi.org/10.11648/j.ijfbr.20160206.13},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijfbr.20160206.13},
  abstract = {The main contribution of this paper is to identify the relationship between liquidity excess and futures copper price in developing countries. To this end, we compare various measures of liquidity excess and identify one that can measure the degree of liquidity excess and which is particularly applicable to developing countries like China. Through multiple regression analysis, it is found that liquidity excess accounts for the changes of copper prices in the future market.},
 year = {2017}
}

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TY  - JOUR
T1  - Liquidity Excess and Futures Copper Price
AU  - Yuzhou Yang
AU  - Chen Zhu
AU  - Zhongwen Tong
Y1  - 2017/01/24
PY  - 2017
N1  - https://doi.org/10.11648/j.ijfbr.20160206.13
DO  - 10.11648/j.ijfbr.20160206.13
T2  - International Journal of Finance and Banking Research
JF  - International Journal of Finance and Banking Research
JO  - International Journal of Finance and Banking Research
SP  - 204
EP  - 208
PB  - Science Publishing Group
SN  - 2472-2278
UR  - https://doi.org/10.11648/j.ijfbr.20160206.13
AB  - The main contribution of this paper is to identify the relationship between liquidity excess and futures copper price in developing countries. To this end, we compare various measures of liquidity excess and identify one that can measure the degree of liquidity excess and which is particularly applicable to developing countries like China. Through multiple regression analysis, it is found that liquidity excess accounts for the changes of copper prices in the future market.
VL  - 2
IS  - 6
ER  -

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Author Information

Yuzhou Yang

Business School, Nanjing Normal University, Nanjing, China
Chen Zhu

Business School, Nanjing Normal University, Nanjing, China
Zhongwen Tong

Business School, Nanjing Normal University, Nanjing, China

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APA Style

Yuzhou Yang, Chen Zhu, Zhongwen Tong. (2017). Liquidity Excess and Futures Copper Price. International Journal of Finance and Banking Research, 2(6), 204-208. https://doi.org/10.11648/j.ijfbr.20160206.13

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ACS Style

Yuzhou Yang; Chen Zhu; Zhongwen Tong. Liquidity Excess and Futures Copper Price. Int. J. Finance Bank. Res. 2017, 2(6), 204-208. doi: 10.11648/j.ijfbr.20160206.13

Copy | Download

AMA Style

Yuzhou Yang, Chen Zhu, Zhongwen Tong. Liquidity Excess and Futures Copper Price. Int J Finance Bank Res. 2017;2(6):204-208. doi: 10.11648/j.ijfbr.20160206.13

Copy | Download

@article{10.11648/j.ijfbr.20160206.13,
  author = {Yuzhou Yang and Chen Zhu and Zhongwen Tong},
  title = {Liquidity Excess and Futures Copper Price},
  journal = {International Journal of Finance and Banking Research},
  volume = {2},
  number = {6},
  pages = {204-208},
  doi = {10.11648/j.ijfbr.20160206.13},
  url = {https://doi.org/10.11648/j.ijfbr.20160206.13},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijfbr.20160206.13},
  abstract = {The main contribution of this paper is to identify the relationship between liquidity excess and futures copper price in developing countries. To this end, we compare various measures of liquidity excess and identify one that can measure the degree of liquidity excess and which is particularly applicable to developing countries like China. Through multiple regression analysis, it is found that liquidity excess accounts for the changes of copper prices in the future market.},
 year = {2017}
}

Copy | Download

TY  - JOUR
T1  - Liquidity Excess and Futures Copper Price
AU  - Yuzhou Yang
AU  - Chen Zhu
AU  - Zhongwen Tong
Y1  - 2017/01/24
PY  - 2017
N1  - https://doi.org/10.11648/j.ijfbr.20160206.13
DO  - 10.11648/j.ijfbr.20160206.13
T2  - International Journal of Finance and Banking Research
JF  - International Journal of Finance and Banking Research
JO  - International Journal of Finance and Banking Research
SP  - 204
EP  - 208
PB  - Science Publishing Group
SN  - 2472-2278
UR  - https://doi.org/10.11648/j.ijfbr.20160206.13
AB  - The main contribution of this paper is to identify the relationship between liquidity excess and futures copper price in developing countries. To this end, we compare various measures of liquidity excess and identify one that can measure the degree of liquidity excess and which is particularly applicable to developing countries like China. Through multiple regression analysis, it is found that liquidity excess accounts for the changes of copper prices in the future market.
VL  - 2
IS  - 6
ER  -

Copy | Download