Information Revelation In The Futures Market
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| Author | : Kuldeep Shastri |
| Publisher | : |
| Total Pages | : 39 |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
This paper analyzes 31 months of data on 137 single-stock futures (SSFs). The results indicate that SSFs contribute approximately 24 percent of the price discovery for underlying stocks. Information revelation in the SSFs market increases with the ratio (futures to stock market) of volumes, decreases with the ratio of spreads, and decreases with the volatility in the stock market. Moreover, the quality of the market for the underlying stocks improves substantially following the introduction of the SSFs market, with the largest improvement occurring on days with SSFs trading. Evidence also suggests that there exists both market- and security-level learning in the SSFs market which is associated with greater efficiency over time.
| Author | : Rohit Rahi |
| Publisher | : |
| Total Pages | : 134 |
| Release | : 1993 |
| Genre | : |
| ISBN | : |
| Author | : Jacob Bernstein |
| Publisher | : Irwin Professional Publishing |
| Total Pages | : 356 |
| Release | : 1987 |
| Genre | : Business & Economics |
| ISBN | : |
Getting started: myths and realities of the futures markets; Disciplirity and traing; The mechanics of trading; Advanced trading ...
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2002 |
| Genre | : |
| ISBN | : |
| Author | : Emily Lambert |
| Publisher | : ReadHowYouWant.com |
| Total Pages | : 338 |
| Release | : 2010-11-05 |
| Genre | : Business & Economics |
| ISBN | : 1459608143 |
In The Futures, Emily Lambert, senior writer at Forbes magazine, tells us the rich and dramatic history of the Chicago Mercantile Exchange and Chicago Board of Trade, which together comprised the original, most bustling futures market in the world. She details the emergence of the futures business as a kind of meeting place for gamblers and farmers and its subsequent transformation into a sophisticated electronic market where contracts are traded at lightning-fast speeds. Lambert also details the disastrous effects of Wall Street's adoption of the futures contract without the rules and close-knit social bonds that had made trading it in Chicago work so well. Ultimately Lambert argues that the futures markets are the real ''free'' markets and that speculators, far from being mere parasites, can serve a vital economic and social function given the right architecture. The traditional futures market, she explains, because of its written and cultural limits, can serve as a useful example for how markets ought to work and become a tonic for our current financial ills.
| Author | : Jack D. Schwager |
| Publisher | : John Wiley & Sons |
| Total Pages | : 727 |
| Release | : 2017-01-04 |
| Genre | : Business & Economics |
| ISBN | : 111885375X |
The essential futures market reference guide A Complete Guide to the Futures Market is the comprehensive resource for futures traders and analysts. Spanning everything from technical analysis, trading systems, and fundamental analysis to options, spreads, and practical trading principles, A Complete Guide is required reading for any trader or investor who wants to successfully navigate the futures market. Clear, concise, and to the point, this fully revised and updated second edition provides a solid foundation in futures market basics, details key analysis and forecasting techniques, explores advanced trading concepts, and illustrates the practical application of these ideas with hundreds of market examples. A Complete Guide to the Futures Market: Details different trading and analytical approaches, including chart analysis, technical indicators and trading systems, regression analysis, and fundamental market models. Separates misleading market myths from reality. Gives step-by-step instruction for developing and testing original trading ideas and systems. Illustrates a wide range of option strategies, and explains the trading implications of each. Details a wealth of practical trading guidelines and market insights from a recognized trading authority. Trading futures without a firm grasp of this market’s realities and nuances is a recipe for losing money. A Complete Guide to the Futures Market offers serious traders and investors the tools to keep themselves on the right side of the ledger.
| Author | : Anastasios G. E. T. Al MALLIARIS |
| Publisher | : World Scientific |
| Total Pages | : 844 |
| Release | : 2015-08-06 |
| Genre | : Business & Economics |
| ISBN | : 9814566926 |
"The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of futures markets that make them worthy of a special volume. In our judgment, futures markets are currently undergoing remarkable changes as trading is shifting from open outcry to electronic and as the traditional functions of hedging and speculation are extended to include futures as an alternative investment vehicle in traditional portfolios. The unique feature of this volume is the selection of five classic papers that lay the foundations of the futures markets and the invitation to the leading academics who do work in the area to write critical surveys in a dozen important topics."--$cProvided by publisher.
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2004 |
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| ISBN | : |
| Author | : Martin Bichler |
| Publisher | : Cambridge University Press |
| Total Pages | : 266 |
| Release | : 2001 |
| Genre | : Electronic commerce |
| ISBN | : 9780521003834 |
Dynamic pricing and on-line auctions are emerging as the preferred models for e-business. Forrester Research predicts that business-to-business Internet auctions will grow to $52.6 billion by 2002, while dynamically priced business-to-business transactions will rise to $88 billion, representing 27% of the value of all business-to-business e-commerce transactions. This multi-disciplinary book presents a framework of negotiation protocols for electronic markets. It is the first book to combine economics with computer science and the first to describe multidimensional auction mechanisms - i.e. automated negotiations on multiple attributes and/or multiple units of a product. In addition it summarises the introductory economics needed to understand electronic markets, and surveys the literature on negotiation and auction theory. Case studies include the trading of financial derivatives. For use in the design, implementation and upgrade of electronic markets, for researchers in: economics, information systems and operations management, computer science and all students of the e-commerce phenomenon.
| Author | : Cheng F. Lee |
| Publisher | : Center for PBBEFR & Airiti Press |
| Total Pages | : |
| Release | : 2016-01-01 |
| Genre | : Business & Economics |
| ISBN | : 9864370480 |
Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.
