@article{jfa2017521,
author={{Zhu, Chen and Chen, Liping},
title={The Impact of Currency Liquidity Excess on Price Volatility in the Future Market},
journal={Journal of Finance and Accounting},
volume={5},
number={2},
pages={31--39},
year={2017},
url={http://pubs.sciepub.com/jfa/5/2/1},
issn={2333-8857},
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.},
doi={10.12691/jfa-5-2-1}
publisher={Science and Education Publishing}
}