Download or read book Arbitrage Opportunities in CSI 300 Stock index Futures Market written by Dongchen Liu and published by . This book was released on 2012 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stock Index Futures written by Floyd Jerome Gould and published by . This book was released on 1987 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage Opportunities Using Stock Index Futures in Greece Some Preliminary Evidence written by Marios Koumis and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stock Index Futures and Index Arbitrage in a Rational Expectations Model written by Anne Vila Wetherilt and published by . This book was released on 1989 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage and Efficiency in the Stock Index Futures and Options Markets written by and published by . This book was released on 1994 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage Opportunities in the Nikkei Spot and Futures Markets written by Menachem Brenner and published by . This book was released on 1987 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the 2022 International Conference on Economics Smart Finance and Contemporary Trade ESFCT 2022 written by Faruk Balli and published by Springer Nature. This book was released on 2022-12-28 with total page 1691 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. As a leading role in the global megatrend of scientific innovation, China has been creating a more and more open environment for scientific innovation, increasing the depth and breadth of academic cooperation, and building a community of innovation that benefits all. Such endeavors are making new contributions to the globalization and creating a community of shared future. To adapt to this changing world and China's fast development in the new era, The 2022 International Conference on Economics, Smart Finance and Contemporary Trade to be held in July 2022. This conference takes "bringing together global wisdom in scientific innovation to promote high-quality development" as the theme and focuses on cutting-edge research fields including Economics, Smart Finance and Contemporary Trade. This conference aims to boost development of the Greater Bay Area, expand channels of international academic exchange in science and technology, build a sharing platform of academic resources, promote scientific innovation on the global scale, strengthen academic cooperation between China and the outside world, enhance development of new energy and materials and IT, AI, and biomedicine industries. It also aims to encourage exchange of information on frontiers of research in different areas, connect the most advanced academic resources in China and the world, turn research results into industrial solutions, and bring together talents, technologies and capital to boost development.

Download or read book Stock index futures arbitrage and its effects on the stock market written by John Patrick Clegg and published by . This book was released on 1986 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Position Limit Design for the CSI 300 Futures Markets written by Lijian Wei and published by . This book was released on 2016 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this paper is to find the optimal level of position limit for the Chinese Stock Index (CSI) 300 futures market. A small position limit helps to prevent price manipulations in the spot market, thus able to keep the magnitude of instantaneous price changes within policy makers' tolerance range. However, setting the position limit too small may also have negative effects on market quality. We propose an artificial limit order market with heterogeneous and interacting agents to examine the impact of different levels of position limit on market quality, which is measured by liquidity, return volatility, efficiency of information dissemination and trading welfare. The simulation model is based on realistic trading mechanism, investor structure and order submission behavior observed in the CSI 300 futures market. Our results show that based on the liquidity condition in September 2010, raising the position limit from 100 to 300 can significantly improve market quality and at the same time keep maximum absolute price change per 5 seconds under the 2% tolerance level. However, the improvement becomes only marginal when further increasing the position limit beyond 300. Therefore, we believe that raising the position limit a moderate level can enhance the functionality of the CSI 300 futures market, which benefits the development of the Chinese financial system.

Download or read book Program Trading written by Kevin F. Winch and published by . This book was released on 1987 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage written by Rudi Weisweiller and published by . This book was released on 1986 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Manipulation Prevention and Hedging Effectiveness written by Rui Luo and published by . This book was released on 2013 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper empirically evaluates the current 120-minute settlement window for China Securities Index 300 (CSI 300) Stock Index Futures. We assume that an exchange chooses the optimal settlement window to maximize its profit by increasing its revenue from trading volume and by curtailing its surveillance expenditure via designing contract specifications. Given that a longer settlement window may reduce the hedging effectiveness but result in cost saving, we find that the optimal settlement window is located between 0 and 40 minutes under varied unit investigation costs and suggest that it may be more appropriate to set a shorter settlement window.

Download or read book Program Trading and Stock Index Arbitrage written by Linda Canina and published by . This book was released on 2008 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock index futures and program trading are among the most important financial market innovations of the 1980s. This chapter surveys the literature and provides an overview of the somewhat controversial area of index arbitrage. We begin with a description of how index futures work, how they should be priced in equilibrium according to the acirc;not;Scost of carryacirc;not;? model, and how index arbitrage works to enforce the theoretical pricing relationship. In theory, index arbitrage is riskless, but we describe how it is affected in practice by transactions costs, execution risk, capital and short sales constraints, and the possibility of unwinding profitable trades before futures expiration. We end with a discussion of the impact of index futures and arbitrage on the volatility of the underlying stock market.

Download or read book Proceedings of the 2nd International Conference on Green Communications and Networks 2012 GCN 2012 Volume 3 written by Yuhang Yang and published by Springer Science & Business Media. This book was released on 2013-01-30 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of the 2nd International Conference on Green Communications and Networks 2012 (GCN 2012) is to facilitate an exchange of information on best practices for the latest research advances in the area of communications, networks and intelligence applications. These mainly involve computer science and engineering, informatics, communications and control, electrical engineering, information computing, and business intelligence and management. Proceedings of the 2nd International Conference on Green Communications and Networks 2012 (GCN 2012) will focus on green information technology and applications, which will provide in-depth insights for engineers and scientists in academia, industry, and government. The book addresses the most innovative research developments including technical challenges, social and economic issues, and presents and discusses the authors’ ideas, experiences, findings, and current projects on all aspects of advanced green information technology and applications. Yuhang Yang is a professor at the Department of Electronic Engineering, Shanghai Jiao Tong University. Maode Ma is an associate professor at the School of Electrical & Electronic Engineering, Nanyang Technological University.

Download or read book Bid ask Spread and Arbitrage Profitability written by Kee-hong Bae and published by . This book was released on 1996 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage Opportunities Imperfect Information and Defaults written by Margaret M. Forster and published by . This book was released on 1990 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index Options futures Arbitrage written by Joseph K. W. Fung and published by . This book was released on 2000 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: