The spillover effects of the trading suspension of the treasury bond futures market in China

Pui Han, Winnie POON, Michael Arthur FIRTH, H. G. FUNG, Hung Gay Fung

Research output: Contribution to journalArticlepeer-review

Abstract

The purpose of this study is to empirically investigate the equity market response to the suspension of trading in the Shanghai Treasury bond (T-bond) futures market in 1995. We examine the equity market because of its dominance in the Shanghai Stock Exchange. The equity market is worth over 60% of the total turnover in value (i.e. about 31.9 billion yuan in July, 1995). Specifically, we study the return and liquidity responses of both Shanghai and Shenzhen A and B shares. Results indicate that, while suspension of trading for the Shanghai Treasury-bond futures has a significant impact on the risk of the Shanghai B share returns only, it appears to improve the market liquidity of both A and B shares on the two exchanges.

Original languageAmerican English
JournalJournal of International Financial Markets, Institutions and Money
Volume8
DOIs
StatePublished - Jan 1 1998

Keywords

  • Beta risk
  • Market liquidity
  • Spillover effects

Disciplines

  • Business Administration, Management, and Operations

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