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 Does Futures Trading Increase Stock Market Volatility written by Eric C. Chang and published by . This book was released on 1995 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.

Download or read book Arbitrage Opportunities in Nikkei 225 Options Market written by Yingdong Luo and published by . This book was released on 2007 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Calendar Anomalies And Arbitrage written by William T Ziemba and published by World Scientific. This book was released on 2012-07-25 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.

Download or read book International Stock Markets Linkages and Arbitrage Between Futures and Spot Markets written by Je̜drzej Białkowski and published by . This book was released on 2005 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Arbitrage and Price Behavior of the Nikkei Stock Index Futures written by Kian Guan Lim and published by . This book was released on 1991 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Price Arbitrage in Nikkei Stock Average Futures Across Osaka and SIMEX written by Kian Guan Lim and published by . This book was released on 1995 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Dynamics of Nikkei 225 Index Futures Prices Within the No arbitrage Bounds written by Fang Tan and published by . This book was released on 2001 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Futures Markets Regulation and Volatility written by Obiyathulla Ismath Bacha and published by . This book was released on 1993 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Multi market Trading and Price volume Relationships written by Obiyathulla Ismath Bacha and published by . This book was released on 1992 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.

Download or read book Transparency and Fragmentation written by J. Board and published by Springer. This book was released on 2002-07-16 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first major treatment of the effects of increased transparency on financial markets: an important and highly controversial issue for both traders and regulators. Focussing on three main themes - market transparency, the consolidation-fragmentation of trading systems, and the scope of regulation (i.e. which markets, and which traders within those markets, should be subject to regulation), the book highlights the importance of these issues to all markets throughout the world. The book draws on research from eight UK based investment exchanges, Deutsche Borse in Frankfurt and documentary evidence from the US markets and their regulators enabling the identification and documentation of the current situation and consideration of what fresh regulatory approaches are required for this new and fast evolving situation.

Download or read book Handbook Of Applied Investment Research written by John B Guerard Jr and published by World Scientific. This book was released on 2020-10-02 with total page 817 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the readers to the rapidly growing literature and latest results on financial, fundamental and seasonal anomalies, stock selection modeling and portfolio management. Fifty years ago, finance professors taught the Efficient Markets Hypothesis which states that the average investor could not outperform the stock market based on technical, seasonal and fundamental data. Many, if not most faculty and investors, no longer share that opinion. In this book, the authors report original empirical evidence that applied investment research can produce statistically significant stock selection and excess portfolio returns in the US, and larger excess returns in international and emerging markets.

Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1994 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.

Download or read book Seasonality Effects in Japanese Futures Markets written by W. T. Ziemba and published by . This book was released on 1991 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: