Related Books

Program Trading and the Behavior of Stock Index Futures Prices
Language: en
Pages: 23

Program Trading and the Behavior of Stock Index Futures Prices

Authors: Archie Craig MacKinlay
Categories: Speculation
Type: BOOK - Published: 1987 - Publisher:

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Program Trading
Language: en
Pages: 74

Program Trading

Authors: Kevin F. Winch
Categories: Arbitrage
Type: BOOK - Published: 1987 - Publisher:

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The Stock Index Futures Market
Language: en
Pages: 380

The Stock Index Futures Market

Authors: B. Thomas Byrne
Categories: Business & Economics
Type: BOOK - Published: 1987 - Publisher: Irwin Professional Publishing

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Stock Index Futures
Language: en
Pages: 844

Stock Index Futures

Authors: Charles M.S. Sutcliffe
Categories: Business & Economics
Type: BOOK - Published: 2018-01-18 - Publisher: Routledge

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The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on thei
Trading Mechanisms, Speculative Behavior of Investors, and the Volatility of Prices
Language: en
Pages: 56

Trading Mechanisms, Speculative Behavior of Investors, and the Volatility of Prices

Authors: Hun Y. Park
Categories: Prices
Type: BOOK - Published: 1989 - Publisher:

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This paper compares the volatility of spot prices (dealership market) with that of futures prices (auction market) to test the implications of different trading